-69.8%
UVXY vs TXT
-1.0%
-68.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.3% |
| 7D | -5.0% | -4.8% | -0.2% | -9.3% |
| 30D | -20.5% | -10.6% | -9.9% | -28.8% |
| 3M | -36.6% | -13.2% | -23.4% | -44.3% |
| 6M | -56.9% | -20.3% | -36.6% | -63.8% |
| YTD | -51.2% | -9.3% | -42.0% | -52.6% |
| 1Y | -69.8% | -2.7% | -67.1% | -68.7% |
| All | -69.8% | -1.0% | -68.8% | -68.7% |
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