+2.8%
TLT vs UPRO
+226.4%
-223.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | -3.1% | +7.4% | -10.5% | -3.3% |
| 30D | +1.0% | -7.9% | +8.9% | +1.3% |
| 3M | -2.7% | -12.0% | +9.3% | -2.4% |
| 6M | -4.1% | -2.0% | -2.2% | -4.2% |
| YTD | -5.4% | +20.4% | -25.7% | -6.1% |
| 1Y | -7.0% | +24.5% | -31.5% | -7.8% |
| 3Y | +2.8% | +224.4% | -221.5% | -6.9% |
| All | +2.8% | +226.4% | -223.5% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling