-70.5%
UVXY vs TSN
+19.9%
-90.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +5.4% | -19.5% | -13.4% |
| 7D | -6.3% | +8.4% | -14.7% | -5.3% |
| 30D | -2.7% | +16.1% | -18.8% | -0.8% |
| 3M | -29.9% | +3.2% | -33.1% | -29.9% |
| 6M | -56.5% | -11.1% | -45.4% | -59.6% |
| YTD | -54.8% | +5.1% | -59.9% | -52.7% |
| 1Y | -70.5% | +19.4% | -89.9% | -61.6% |
| All | -70.5% | +19.9% | -90.4% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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