-100.0%
UVXY vs TRGP
+863.3%
-963.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -7.3% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -11.4% | +8.0% | -19.4% | -4.7% |
| 3M | -41.5% | +8.3% | -49.8% | -37.5% |
| 6M | -61.0% | +23.9% | -85.0% | -52.8% |
| YTD | -49.8% | +59.6% | -109.5% | -21.3% |
| 1Y | -66.4% | +79.4% | -145.9% | -39.4% |
| 3Y | -94.8% | +269.4% | -364.2% | -75.6% |
| 5Y | -99.7% | +641.6% | -741.3% | -96.5% |
| All | -100.0% | +863.3% | -963.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling