-61.2%
UVXY vs TW
-18.7%
-42.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.6% | +5.3% |
| 7D | +11.0% | -2.7% | +13.8% | +12.0% |
| 30D | -8.8% | -1.7% | -7.0% | -8.3% |
| 3M | -41.9% | +1.6% | -43.5% | -41.2% |
| 6M | -61.2% | -17.7% | -43.5% | -63.6% |
| All | -61.2% | -18.7% | -42.5% | -63.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling