-100.0%
UVXY vs TXT
+394.2%
-494.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +3.4% |
| 7D | -4.7% | -0.2% | -4.5% | -5.2% |
| 30D | -17.1% | -11.1% | -6.0% | -33.8% |
| 3M | -39.9% | -13.0% | -26.9% | -54.1% |
| 6M | -66.9% | -16.2% | -50.6% | -75.5% |
| YTD | -50.1% | -8.7% | -41.4% | -56.1% |
| 1Y | -68.3% | -3.8% | -64.5% | -68.5% |
| 3Y | -95.0% | +5.5% | -100.5% | -91.0% |
| 5Y | -99.7% | +12.3% | -112.0% | -99.0% |
| 10Y | -100.0% | +97.4% | -197.4% | -100.0% |
| All | -100.0% | +394.2% | -494.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling