-100.0%
UVXY vs TRMB
+257.1%
-357.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.9% | -1.7% |
| 7D | +2.3% | -2.9% | +5.2% | -2.7% |
| 30D | -15.0% | -1.8% | -13.2% | -17.7% |
| 3M | -39.8% | +8.4% | -48.2% | -31.0% |
| 6M | -60.0% | -18.5% | -41.5% | -71.8% |
| YTD | -48.8% | -26.7% | -22.1% | -69.4% |
| 1Y | -67.3% | -28.3% | -39.0% | -80.1% |
| 3Y | -94.8% | +12.6% | -107.4% | -88.1% |
| 5Y | -99.7% | -38.7% | -61.0% | -99.6% |
| 10Y | -100.0% | +120.8% | -220.8% | -100.0% |
| All | -100.0% | +257.1% | -357.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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