+98.6%
TFC vs UPRO
+1,152.9%
-1,054.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.4% |
| 7D | +2.2% | +1.5% | +0.8% | +1.7% |
| 30D | -2.5% | -3.7% | +1.2% | -1.1% |
| 3M | +4.5% | +8.0% | -3.4% | +0.4% |
| 6M | +11.0% | +38.7% | -27.7% | -4.6% |
| YTD | +5.9% | +29.5% | -23.7% | -6.6% |
| 1Y | +14.6% | +46.1% | -31.5% | -4.5% |
| 3Y | +96.7% | +229.1% | -132.4% | +10.9% |
| 5Y | +15.6% | +136.0% | -120.4% | -31.8% |
| 10Y | +98.6% | +1,155.3% | -1,056.7% | -52.4% |
| All | +98.6% | +1,152.9% | -1,054.3% | -52.4% |
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 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