-100.0%
UVXY vs TXT
+107.7%
-207.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.3% | -9.1% | -3.0% |
| 7D | +2.8% | +2.5% | +0.3% | +7.3% |
| 30D | -11.4% | -8.9% | -2.5% | -24.0% |
| 3M | -41.5% | -13.6% | -28.0% | -54.2% |
| 6M | -61.0% | -13.1% | -48.0% | -67.9% |
| YTD | -49.8% | -7.0% | -42.8% | -53.1% |
| 1Y | -66.4% | -1.4% | -65.0% | -64.6% |
| 3Y | -94.8% | +7.0% | -101.7% | -90.7% |
| 5Y | -99.7% | +15.4% | -115.1% | -99.1% |
| All | -100.0% | +107.7% | -207.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling