-99.7%
UVXY vs TSN
-17.2%
-82.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.8% | -6.2% |
| 7D | +2.8% | +3.0% | -0.2% | +4.6% |
| 30D | -11.4% | -4.2% | -7.2% | -13.6% |
| 3M | -41.5% | -3.9% | -37.6% | -42.9% |
| 6M | -61.0% | -9.8% | -51.2% | -63.3% |
| YTD | -49.8% | -7.3% | -42.6% | -51.8% |
| 1Y | -66.4% | -2.2% | -64.2% | -65.9% |
| 3Y | -94.8% | +11.9% | -106.6% | -93.6% |
| All | -99.7% | -17.2% | -82.5% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling