-69.8%
UVXY vs TW
-15.9%
-53.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -5.0% | -2.3% | -2.7% | -4.8% |
| 30D | -20.5% | +3.9% | -24.5% | -20.7% |
| 3M | -36.6% | +5.7% | -42.3% | -36.2% |
| 6M | -56.9% | -14.5% | -42.4% | -59.3% |
| YTD | -51.2% | -0.9% | -50.3% | -52.8% |
| 1Y | -69.8% | -13.5% | -56.3% | -71.5% |
| All | -69.8% | -15.9% | -53.9% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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