-100.0%
UVXY vs TYL
+1,651.8%
-1,751.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | +0.6% |
| 7D | -3.3% | +4.3% | -7.6% | +3.4% |
| 30D | +12.0% | +28.0% | -15.9% | +63.6% |
| 3M | -15.5% | +32.3% | -47.8% | +29.5% |
| 6M | -49.4% | +29.9% | -79.3% | -30.3% |
| YTD | -49.1% | -7.1% | -42.0% | -63.4% |
| 1Y | -63.7% | -9.2% | -54.5% | -75.1% |
| 3Y | -94.1% | +0.7% | -94.8% | -93.7% |
| 5Y | -99.6% | -21.1% | -78.5% | -99.5% |
| 10Y | -100.0% | +180.8% | -280.8% | -100.0% |
| All | -100.0% | +1,651.8% | -1,751.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling