-66.7%
UVXY vs TYL
-8.6%
-58.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.9% | -10.0% | -9.2% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | +4.0% | +25.2% | -21.2% | +3.5% |
| 3M | -21.6% | +31.8% | -53.3% | -22.1% |
| 6M | -55.1% | +36.3% | -91.3% | -55.4% |
| YTD | -53.7% | -6.3% | -47.5% | -59.1% |
| 1Y | -66.7% | -9.5% | -57.3% | -70.5% |
| All | -66.7% | -8.6% | -58.1% | -70.5% |
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