-65.2%
UVXY vs TYL
-39.8%
-25.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +5.0% |
| 7D | +11.0% | -11.5% | +22.6% | +10.1% |
| 30D | -8.8% | +3.9% | -12.7% | -8.6% |
| 3M | -41.9% | +10.8% | -52.7% | -41.4% |
| 6M | -61.2% | -5.3% | -55.9% | -62.7% |
| YTD | -46.2% | -26.1% | -20.1% | -54.3% |
| 1Y | -65.2% | -38.5% | -26.7% | -73.3% |
| All | -65.2% | -39.8% | -25.4% | -73.3% |
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