-100.0%
UVXY vs TW
+206.7%
-306.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -7.9% |
| 7D | +2.8% | -4.5% | +7.3% | -2.5% |
| 30D | -11.4% | -2.3% | -9.1% | -13.9% |
| 3M | -41.5% | +2.6% | -44.1% | -40.9% |
| 6M | -61.0% | -17.5% | -43.5% | -70.6% |
| YTD | -49.8% | -5.3% | -44.5% | -54.7% |
| 1Y | -66.4% | -14.8% | -51.7% | -73.5% |
| 3Y | -94.8% | +18.8% | -113.6% | -92.2% |
| 5Y | -99.7% | +20.7% | -120.4% | -99.4% |
| All | -100.0% | +206.7% | -306.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling