+84.7%
TFC vs UPRO
+1,163.1%
-1,078.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.0% | -5.0% | -0.8% |
| 7D | +0.3% | -0.9% | +1.2% | +0.2% |
| 30D | +9.2% | -11.4% | +20.6% | +13.7% |
| 3M | -2.9% | -10.9% | +8.0% | +0.7% |
| 6M | +3.5% | -0.5% | +4.0% | +1.5% |
| YTD | +5.4% | +19.9% | -14.4% | -5.0% |
| 1Y | +17.3% | +24.2% | -6.9% | +3.8% |
| 3Y | +96.7% | +236.9% | -140.3% | +8.9% |
| 5Y | -1.1% | +96.6% | -97.7% | -37.5% |
| 10Y | +84.7% | +1,091.6% | -1,006.9% | -54.3% |
| All | +84.7% | +1,163.1% | -1,078.4% | -54.3% |
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