+59.7%
TEM vs UPRO
+102.7%
-42.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +1.0% |
| 7D | +3.2% | +1.5% | +1.8% | +1.9% |
| 30D | +23.5% | -3.7% | +27.2% | +28.0% |
| 3M | +32.3% | +8.0% | +24.3% | +22.8% |
| 6M | +23.0% | +38.7% | -15.6% | -9.4% |
| YTD | +8.9% | +29.5% | -20.7% | -15.2% |
| 1Y | -19.9% | +46.1% | -65.9% | -44.2% |
| All | +59.7% | +102.7% | -42.9% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling