-66.4%
UVXY vs TXG
+453.6%
-520.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.3% | -10.1% | -5.6% |
| 7D | +2.8% | +9.5% | -6.7% | +6.2% |
| 30D | -11.4% | +18.8% | -30.1% | -5.1% |
| 3M | -41.5% | +136.1% | -177.6% | -16.3% |
| 6M | -61.0% | +235.2% | -296.3% | -34.4% |
| YTD | -49.8% | +320.5% | -370.4% | -9.2% |
| 1Y | -66.4% | +425.2% | -491.6% | -32.5% |
| All | -66.4% | +453.6% | -520.0% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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