-100.0%
UVXY vs TRI
+455.3%
-555.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.5% | -3.4% |
| 7D | +2.8% | -7.9% | +10.7% | -12.3% |
| 30D | -11.4% | -4.5% | -6.9% | -19.5% |
| 3M | -41.5% | +22.1% | -63.6% | -19.8% |
| 6M | -61.0% | -2.8% | -58.3% | -72.1% |
| YTD | -49.8% | -23.4% | -26.4% | -83.1% |
| 1Y | -66.4% | -41.5% | -24.9% | -94.7% |
| 3Y | -94.8% | -19.2% | -75.6% | -97.3% |
| 5Y | -99.7% | -9.4% | -90.3% | -99.7% |
| 10Y | -100.0% | +195.6% | -295.6% | -100.0% |
| All | -100.0% | +455.3% | -555.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling