-100.0%
UVXY vs TXG
+22.9%
-122.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.5% | +4.4% |
| 7D | +11.0% | +5.0% | +6.0% | +14.1% |
| 30D | -8.8% | +13.5% | -22.3% | -1.2% |
| 3M | -41.9% | +128.0% | -169.9% | -2.8% |
| 6M | -61.2% | +224.4% | -285.6% | -16.1% |
| YTD | -46.2% | +307.0% | -353.2% | +36.2% |
| 1Y | -65.2% | +427.2% | -492.4% | +7.7% |
| 3Y | -94.6% | +40.2% | -134.7% | -87.1% |
| 5Y | -99.7% | -64.0% | -35.7% | -99.5% |
| All | -100.0% | +22.9% | -122.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling