-70.5%
UVXY vs TRI
-22.4%
-48.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +6.4% | -20.5% | -14.0% |
| 7D | -6.3% | +1.0% | -7.3% | -6.0% |
| 30D | -2.7% | +20.8% | -23.5% | -1.8% |
| 3M | -29.9% | +8.1% | -38.0% | -29.5% |
| 6M | -56.5% | +24.2% | -80.7% | -56.3% |
| YTD | -54.8% | -7.8% | -47.0% | -62.8% |
| 1Y | -70.5% | -16.7% | -53.9% | -77.7% |
| All | -70.5% | -22.4% | -48.1% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling