+66.9%
TEL vs UPRO
+223.1%
-156.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.0% |
| 7D | -1.4% | +1.5% | -2.9% | -2.0% |
| 30D | -4.9% | -3.7% | -1.2% | -3.4% |
| 3M | +0.1% | +8.0% | -7.9% | -3.3% |
| 6M | +0.4% | +38.7% | -38.3% | -13.1% |
| YTD | -8.9% | +29.5% | -38.5% | -19.0% |
| 1Y | -0.3% | +46.1% | -46.4% | -15.5% |
| All | +66.9% | +223.1% | -156.2% | -1.8% |
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