-3.0%
TFC vs UPRO
+81.0%
-84.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.2% |
| 7D | +1.2% | -8.7% | +9.9% | +4.1% |
| 30D | +8.3% | -16.9% | +25.2% | +15.0% |
| 3M | -5.2% | -15.3% | +10.1% | -0.2% |
| 6M | -0.8% | -5.7% | +4.9% | -0.6% |
| YTD | +3.4% | +12.1% | -8.6% | -3.6% |
| 1Y | +17.0% | +16.4% | +0.6% | +7.2% |
| 3Y | +86.2% | +210.5% | -124.4% | +12.1% |
| All | -3.0% | +81.0% | -84.0% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling