-25.6%
TGT vs UPRO
+128.3%
-153.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -5.0% | -6.0% | +1.0% | -3.2% |
| 30D | +3.0% | -5.8% | +8.8% | +4.9% |
| 3M | +22.6% | +10.8% | +11.8% | +17.9% |
| 6M | +31.2% | +31.6% | -0.4% | +18.2% |
| YTD | +63.7% | +25.4% | +38.3% | +49.3% |
| 1Y | +78.5% | +39.2% | +39.2% | +56.5% |
| 3Y | +40.5% | +218.5% | -178.0% | -12.7% |
| 5Y | -25.6% | +137.1% | -162.6% | -53.8% |
| All | -25.6% | +128.3% | -153.9% | -53.8% |
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 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