+309.3%
TEL vs UPRO
+1,258.3%
-949.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.1% | +2.6% |
| 7D | +1.6% | -2.5% | +4.1% | +2.6% |
| 30D | -0.7% | -4.2% | +3.6% | +1.0% |
| 3M | +2.4% | +8.1% | -5.6% | -0.9% |
| 6M | +4.1% | +35.2% | -31.1% | -8.1% |
| YTD | -5.8% | +28.4% | -34.3% | -15.3% |
| 1Y | +0.9% | +39.3% | -38.4% | -12.2% |
| 3Y | +72.6% | +219.9% | -147.3% | +3.6% |
| 5Y | +57.5% | +142.8% | -85.3% | -2.9% |
| All | +309.3% | +1,258.3% | -949.0% | +4.6% |
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