-99.4%
UVXY vs TSLQ
-97.2%
-2.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.0% |
| 7D | +11.0% | +5.7% | +5.3% | +7.4% |
| 30D | -8.8% | -21.1% | +12.3% | -0.1% |
| 3M | -41.9% | -11.5% | -30.4% | -42.1% |
| 6M | -61.2% | -14.9% | -46.3% | -61.7% |
| YTD | -46.2% | +2.4% | -48.6% | -51.4% |
| 1Y | -65.2% | -49.8% | -15.4% | -57.5% |
| 3Y | -94.6% | -95.8% | +1.2% | -84.2% |
| All | -99.4% | -97.2% | -2.2% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling