-94.8%
UVXY vs TSLQ
-95.6%
+0.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -6.3% |
| 7D | +2.8% | -6.6% | +9.4% | +5.9% |
| 30D | -11.4% | -24.3% | +12.9% | -0.8% |
| 3M | -41.5% | -3.6% | -37.9% | -44.1% |
| 6M | -61.0% | -12.0% | -49.1% | -62.2% |
| YTD | -49.8% | +1.4% | -51.2% | -54.5% |
| 1Y | -66.4% | -43.6% | -22.9% | -61.1% |
| 3Y | -94.8% | -95.4% | +0.6% | -88.8% |
| All | -94.8% | -95.6% | +0.8% | -88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling