+312.0%
TFC vs UPRO
+12,842.4%
-12,530.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +1.7% | -2.9% | +4.6% | +2.4% |
| 30D | +9.0% | -12.4% | +21.4% | +14.1% |
| 3M | -2.1% | -11.9% | +9.7% | +2.0% |
| 6M | +3.4% | -1.7% | +5.0% | +1.8% |
| YTD | +5.3% | +18.5% | -13.3% | -4.8% |
| 1Y | +16.2% | +17.5% | -1.3% | +5.1% |
| 3Y | +94.8% | +218.4% | -123.6% | +10.2% |
| 5Y | -0.7% | +99.1% | -99.8% | -37.8% |
| 10Y | +80.9% | +1,071.1% | -990.2% | -55.8% |
| All | +312.0% | +12,842.4% | -12,530.3% | -71.6% |
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