-100.0%
UVXY vs TW
+209.8%
-309.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.6% | +4.6% |
| 7D | +11.0% | -2.7% | +13.8% | +7.6% |
| 30D | -8.8% | -1.7% | -7.0% | -10.8% |
| 3M | -41.9% | +1.6% | -43.5% | -42.1% |
| 6M | -61.2% | -17.7% | -43.5% | -70.8% |
| YTD | -46.2% | -4.3% | -41.9% | -50.8% |
| 1Y | -65.2% | -13.1% | -52.1% | -71.8% |
| 3Y | -94.6% | +20.3% | -114.9% | -91.8% |
| 5Y | -99.7% | +22.0% | -121.6% | -99.4% |
| All | -100.0% | +209.8% | -309.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling