-28.1%
TGT vs UPRO
+95.9%
-124.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.7% |
| 7D | +2.6% | +7.4% | -4.8% | +0.4% |
| 30D | +4.7% | -7.9% | +12.6% | +6.8% |
| 3M | +4.6% | -12.0% | +16.6% | +8.0% |
| 6M | +34.9% | -2.0% | +36.8% | +33.4% |
| YTD | +70.9% | +20.4% | +50.5% | +56.8% |
| 1Y | +84.4% | +24.5% | +59.8% | +66.8% |
| 3Y | +69.1% | +224.4% | -155.2% | +3.8% |
| All | -28.1% | +95.9% | -124.0% | -53.5% |
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 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