+14.4%
TFC vs UPRO
+51.4%
-37.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +2.4% | +0.1% | +2.4% | +2.4% |
| 30D | -1.3% | -0.9% | -0.4% | -1.1% |
| 3M | +6.1% | +1.9% | +4.1% | +5.4% |
| 6M | +7.3% | +33.1% | -25.8% | -2.2% |
| YTD | +8.2% | +31.8% | -23.6% | -1.3% |
| 1Y | +14.4% | +48.3% | -33.8% | +3.2% |
| All | +14.4% | +51.4% | -37.0% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling