-100.0%
UVXY vs TYL
+100.8%
-200.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +2.1% |
| 7D | +11.0% | -11.5% | +22.6% | -7.0% |
| 30D | -8.8% | +3.9% | -12.7% | -3.3% |
| 3M | -41.9% | +10.8% | -52.7% | -35.1% |
| 6M | -61.2% | -5.3% | -55.9% | -67.3% |
| YTD | -46.2% | -26.1% | -20.1% | -70.6% |
| 1Y | -65.2% | -38.5% | -26.7% | -86.2% |
| 3Y | -94.6% | -14.5% | -80.1% | -94.9% |
| 5Y | -99.7% | -28.9% | -70.8% | -99.7% |
| All | -100.0% | +100.8% | -200.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling