-70.5%
UVXY vs TSLQ
-17.8%
-52.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +6.4% | -20.6% | -16.9% |
| 7D | -6.3% | +9.8% | -16.1% | -10.6% |
| 30D | -2.7% | -6.0% | +3.3% | -0.6% |
| 3M | -29.9% | -35.0% | +5.1% | -17.8% |
| 6M | -56.5% | -24.9% | -31.6% | -54.2% |
| YTD | -54.8% | -12.7% | -42.1% | -56.6% |
| 1Y | -70.5% | -21.0% | -49.5% | -70.1% |
| All | -70.5% | -17.8% | -52.7% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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