-94.8%
UVXY vs TSN
+13.0%
-107.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.8% | -6.5% |
| 7D | +2.8% | +3.0% | -0.2% | +3.7% |
| 30D | -11.4% | -4.2% | -7.2% | -12.4% |
| 3M | -41.5% | -3.9% | -37.6% | -42.0% |
| 6M | -61.0% | -9.8% | -51.2% | -62.0% |
| YTD | -49.8% | -7.3% | -42.6% | -50.5% |
| 1Y | -66.4% | -2.2% | -64.2% | -65.6% |
| 3Y | -94.8% | +11.9% | -106.6% | -92.4% |
| All | -94.8% | +13.0% | -107.7% | -92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling