-70.5%
UVXY vs TYL
-10.1%
-60.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +4.7% | -18.8% | -14.3% |
| 7D | -6.3% | +17.3% | -23.6% | -7.1% |
| 30D | -2.7% | +28.9% | -31.6% | -3.4% |
| 3M | -29.9% | +35.1% | -65.0% | -30.6% |
| 6M | -56.5% | +29.3% | -85.8% | -57.4% |
| YTD | -54.8% | -6.8% | -48.0% | -59.2% |
| 1Y | -70.5% | -9.9% | -60.6% | -73.1% |
| All | -70.5% | -10.1% | -60.5% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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