-20.7%
TLT vs UPRO
+1,152.9%
-1,173.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.1% |
| 7D | +0.4% | +1.5% | -1.1% | +0.5% |
| 30D | -0.3% | -3.7% | +3.4% | -0.4% |
| 3M | -1.7% | +8.0% | -9.7% | -1.4% |
| 6M | -4.9% | +38.7% | -43.6% | -3.5% |
| YTD | -2.8% | +29.5% | -32.3% | -1.6% |
| 1Y | -4.2% | +46.1% | -50.3% | -2.4% |
| 3Y | -1.1% | +229.1% | -230.2% | +5.9% |
| 5Y | -33.7% | +136.0% | -169.7% | -29.7% |
| 10Y | -20.7% | +1,155.3% | -1,175.9% | +5.4% |
| All | -20.7% | +1,152.9% | -1,173.6% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling