-18.3%
TE vs UPRO
+230.2%
-248.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.7% | +11.7% | +11.5% |
| 7D | +18.2% | +1.5% | +16.8% | +16.6% |
| 30D | -13.5% | -3.7% | -9.8% | -10.5% |
| 3M | -44.6% | +8.0% | -52.6% | -47.0% |
| 6M | -24.7% | +38.7% | -63.4% | -40.6% |
| YTD | -24.3% | +29.5% | -53.8% | -36.6% |
| 1Y | +155.6% | +46.1% | +109.5% | +96.4% |
| 3Y | -18.3% | +229.1% | -247.3% | -62.1% |
| All | -18.3% | +230.2% | -248.4% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling