+16.4%
TFC vs UPRO
+46.0%
-29.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | +2.2% | +1.5% | +0.8% | +1.9% |
| 30D | -2.5% | -3.7% | +1.2% | -1.7% |
| 3M | +4.5% | +8.0% | -3.4% | +2.2% |
| 6M | +11.0% | +38.7% | -27.7% | -0.2% |
| YTD | +5.9% | +29.5% | -23.7% | -3.0% |
| All | +16.4% | +46.0% | -29.6% | +5.8% |
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