-100.0%
UVXY vs TYL
+183.6%
-283.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.8% |
| 7D | -22.1% | +0.8% | -22.9% | -21.2% |
| 30D | +8.2% | +21.1% | -12.9% | +39.5% |
| 3M | -12.3% | +28.9% | -41.2% | +23.5% |
| 6M | -51.0% | +42.0% | -93.0% | -24.7% |
| YTD | -49.9% | -6.6% | -43.3% | -62.7% |
| 1Y | -67.7% | -9.1% | -58.7% | -77.2% |
| 3Y | -94.1% | +1.8% | -95.9% | -93.5% |
| 5Y | -99.5% | -22.9% | -76.6% | -99.5% |
| All | -100.0% | +183.6% | -283.6% | -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