-100.0%
UVXY vs TYL
+1,412.4%
-1,512.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | -6.0% |
| 7D | -5.0% | -3.7% | -1.3% | -10.9% |
| 30D | -20.5% | +18.7% | -39.3% | +5.5% |
| 3M | -36.6% | +18.1% | -54.7% | -21.1% |
| 6M | -56.9% | -1.1% | -55.8% | -62.7% |
| YTD | -51.2% | -19.8% | -31.4% | -71.5% |
| 1Y | -69.8% | -34.3% | -35.5% | -87.9% |
| 3Y | -95.1% | -8.2% | -86.8% | -95.0% |
| 5Y | -99.7% | -25.4% | -74.3% | -99.6% |
| 10Y | -100.0% | +115.6% | -215.6% | -100.0% |
| All | -100.0% | +1,412.4% | -1,512.4% | -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