+109.8%
TEM vs UPRO
+87.5%
+22.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.0% | +4.1% | +4.8% |
| 7D | +7.6% | -0.9% | +8.5% | +7.5% |
| 30D | +19.0% | -11.4% | +30.5% | +32.0% |
| 3M | +62.2% | -10.9% | +73.1% | +78.4% |
| 6M | +69.4% | -0.5% | +69.9% | +68.0% |
| YTD | +43.0% | +19.9% | +23.1% | +18.3% |
| 1Y | +18.0% | +24.2% | -6.2% | -5.7% |
| All | +109.8% | +87.5% | +22.3% | +49.4% |
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