+52.2%
TEM vs UPRO
+99.8%
-47.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -3.4% |
| 7D | -1.1% | -1.3% | +0.2% | +0.2% |
| 30D | +11.3% | -5.0% | +16.3% | +16.8% |
| 3M | +25.5% | +7.5% | +18.0% | +17.0% |
| 6M | +17.1% | +33.2% | -16.1% | -10.4% |
| YTD | +3.8% | +27.7% | -23.9% | -18.0% |
| 1Y | -24.4% | +43.0% | -67.4% | -46.3% |
| All | +52.2% | +99.8% | -47.6% | +3.5% |
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