-70.5%
UVXY vs TW
+20.8%
-91.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.0% | -15.1% | -14.4% |
| 7D | -6.3% | +6.0% | -12.3% | -7.9% |
| 30D | -2.7% | +18.6% | -21.3% | -6.9% |
| 3M | -29.9% | +26.5% | -56.5% | -34.0% |
| 6M | -56.5% | +13.1% | -69.6% | -58.9% |
| YTD | -54.8% | +18.5% | -73.3% | -59.3% |
| 1Y | -70.5% | +21.7% | -92.2% | -73.9% |
| All | -70.5% | +20.8% | -91.3% | -73.9% |
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