-95.0%
UVXY vs TYL
-10.9%
-84.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.5% | +6.7% | -1.0% |
| 7D | -4.7% | -7.6% | +2.9% | -10.0% |
| 30D | -17.1% | +11.3% | -28.4% | -9.8% |
| 3M | -39.9% | +14.5% | -54.4% | -34.0% |
| 6M | -66.9% | -7.1% | -59.7% | -71.2% |
| YTD | -50.1% | -23.4% | -26.7% | -66.8% |
| 1Y | -68.3% | -38.6% | -29.8% | -84.9% |
| 3Y | -95.0% | -11.3% | -83.7% | -95.1% |
| All | -95.0% | -10.9% | -84.1% | -95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling