+1,575.3%
TEL vs UPRO
+13,044.5%
-11,469.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.2% |
| 7D | +4.5% | +7.4% | -2.9% | +1.6% |
| 30D | +2.9% | -7.9% | +10.8% | +6.0% |
| 3M | +1.1% | -12.0% | +13.1% | +6.1% |
| 6M | +5.0% | -2.0% | +7.0% | +5.1% |
| YTD | -3.9% | +20.4% | -24.3% | -11.7% |
| 1Y | -7.4% | +24.5% | -32.0% | -16.1% |
| 3Y | +81.0% | +224.4% | -143.4% | +6.7% |
| 5Y | +42.3% | +97.6% | -55.3% | -6.1% |
| 10Y | +284.8% | +1,097.3% | -812.5% | +0.6% |
| All | +1,575.3% | +13,044.5% | -11,469.2% | +30.6% |
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 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