-99.7%
UVXY vs TXG
-62.8%
-36.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.3% | -10.1% | -4.9% |
| 7D | +2.8% | +9.5% | -6.7% | +8.3% |
| 30D | -11.4% | +18.8% | -30.1% | -1.4% |
| 3M | -41.5% | +136.1% | -177.6% | 0.0% |
| 6M | -61.0% | +235.2% | -296.3% | -13.9% |
| YTD | -49.8% | +320.5% | -370.4% | +30.0% |
| 1Y | -66.4% | +425.2% | -491.6% | +4.1% |
| 3Y | -94.8% | +42.9% | -137.7% | -87.1% |
| All | -99.7% | -62.8% | -36.9% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling