+304.8%
TFC vs UPRO
+12,137.2%
-11,832.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.3% |
| 7D | +1.2% | -8.7% | +9.9% | +4.5% |
| 30D | +8.3% | -16.9% | +25.2% | +15.9% |
| 3M | -5.2% | -15.3% | +10.1% | +0.5% |
| 6M | -0.8% | -5.7% | +4.9% | -0.5% |
| YTD | +3.4% | +12.1% | -8.6% | -4.2% |
| 1Y | +17.0% | +16.4% | +0.6% | +6.2% |
| 3Y | +86.2% | +210.5% | -124.4% | +6.4% |
| 5Y | -2.3% | +82.4% | -84.7% | -36.6% |
| 10Y | +93.9% | +1,144.5% | -1,050.6% | -53.8% |
| All | +304.8% | +12,137.2% | -11,832.4% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling