-53.2%
TE vs UPRO
+331.0%
-384.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | -4.0% | +0.1% | -4.0% | -3.9% |
| 30D | -15.9% | -0.9% | -15.0% | -15.5% |
| 3M | -60.5% | +1.9% | -62.5% | -60.2% |
| 6M | -35.2% | +33.1% | -68.3% | -40.5% |
| YTD | -31.1% | +31.8% | -62.9% | -36.3% |
| 1Y | +148.6% | +48.3% | +100.4% | +122.6% |
| 3Y | -26.4% | +221.5% | -247.9% | -45.9% |
| 5Y | -48.0% | +136.7% | -184.8% | -61.8% |
| All | -53.2% | +331.0% | -384.2% | -66.0% |
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