-76.7%
TE vs UPRO
+292.1%
-368.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.0% | -9.9% | -5.7% |
| 7D | -10.5% | -0.9% | -9.7% | -10.1% |
| 30D | -32.4% | -11.4% | -21.0% | -28.9% |
| 3M | -60.9% | -10.9% | -50.0% | -58.8% |
| 6M | -62.8% | -0.5% | -62.3% | -61.7% |
| YTD | -65.7% | +19.9% | -85.6% | -66.9% |
| 1Y | -39.9% | +24.2% | -64.1% | -42.3% |
| 3Y | +10.6% | +236.9% | -226.3% | -18.1% |
| 5Y | -79.7% | +96.6% | -176.2% | -84.3% |
| All | -76.7% | +292.1% | -368.7% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling