-70.5%
UVXY vs TXT
+9.2%
-79.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -1.3% | -12.9% | -15.1% |
| 7D | -6.3% | +10.6% | -16.9% | +1.7% |
| 30D | -2.7% | +14.4% | -17.1% | +8.8% |
| 3M | -29.9% | -2.7% | -27.2% | -32.8% |
| 6M | -56.5% | -4.7% | -51.8% | -58.4% |
| YTD | -54.8% | -0.5% | -54.3% | -52.2% |
| 1Y | -70.5% | +8.7% | -79.3% | -57.8% |
| All | -70.5% | +9.2% | -79.7% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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