-65.7%
UVXY vs TYL
-9.8%
-55.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +4.4% |
| 7D | -26.5% | -1.6% | -24.9% | -26.4% |
| 30D | +8.8% | +22.1% | -13.3% | +8.3% |
| 3M | -14.7% | +33.4% | -48.0% | -15.2% |
| 6M | -51.5% | +36.8% | -88.3% | -51.8% |
| YTD | -51.7% | -6.7% | -45.0% | -57.3% |
| 1Y | -65.7% | -9.2% | -56.5% | -69.6% |
| All | -65.7% | -9.8% | -55.9% | -69.6% |
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