-79.0%
TE vs UPRO
+98.9%
-177.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.0% | -9.9% | -7.9% |
| 7D | -10.5% | -0.9% | -9.7% | -10.0% |
| 30D | -32.4% | -11.4% | -21.0% | -26.2% |
| 3M | -60.9% | -10.9% | -50.0% | -57.2% |
| 6M | -62.8% | -0.5% | -62.3% | -61.1% |
| YTD | -65.7% | +19.9% | -85.6% | -68.5% |
| 1Y | -39.9% | +24.2% | -64.1% | -45.4% |
| 3Y | +10.6% | +236.9% | -226.3% | -44.9% |
| All | -79.0% | +98.9% | -177.8% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling