+75.7%
TFC vs UPRO
+1,087.5%
-1,011.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | +2.3% | +7.4% | -5.2% | -0.7% |
| 30D | +10.8% | -7.9% | +18.7% | +13.6% |
| 3M | -3.8% | -12.0% | +8.2% | +0.3% |
| 6M | +9.6% | -2.0% | +11.5% | +8.1% |
| YTD | +5.8% | +20.4% | -14.6% | -4.9% |
| 1Y | +16.2% | +24.5% | -8.3% | +2.7% |
| 3Y | +96.0% | +224.4% | -128.4% | +10.3% |
| 5Y | +1.7% | +97.6% | -95.9% | -35.8% |
| All | +75.7% | +1,087.5% | -1,011.8% | -57.2% |
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 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