-80.5%
TE vs UPRO
+293.7%
-374.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.6% |
| 7D | -19.1% | +7.4% | -26.5% | -21.4% |
| 30D | -34.1% | -7.9% | -26.3% | -31.7% |
| 3M | -60.1% | -12.0% | -48.1% | -57.7% |
| 6M | -66.0% | -2.0% | -64.0% | -64.7% |
| YTD | -71.4% | +20.4% | -91.8% | -72.4% |
| 1Y | -45.3% | +24.5% | -69.8% | -47.6% |
| 3Y | +9.1% | +224.4% | -215.2% | -18.2% |
| 5Y | -82.6% | +97.6% | -180.2% | -86.6% |
| All | -80.5% | +293.7% | -374.3% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 10y: compounded portfolio wealth divided by compounded UPRO 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…
10y analysis · Full analysis span regression · 6 months rolling