+60.5%
TEM vs UPRO
+106.2%
-45.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +1.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +38.4% | -0.9% | +39.3% | +39.8% |
| 3M | +23.7% | +1.9% | +21.7% | +21.5% |
| 6M | +26.0% | +33.1% | -7.1% | -3.8% |
| YTD | +9.4% | +31.8% | -22.4% | -16.0% |
| 1Y | -17.3% | +48.3% | -65.6% | -43.2% |
| All | +60.5% | +106.2% | -45.6% | +6.0% |
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