+45.3%
TLT vs UPRO
+12,137.2%
-12,091.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.1% |
| 7D | +0.1% | -8.7% | +8.8% | -0.6% |
| 30D | +6.2% | -16.9% | +23.1% | +4.7% |
| 3M | +0.1% | -15.3% | +15.3% | -1.2% |
| 6M | -3.0% | -5.7% | +2.8% | -3.1% |
| YTD | -2.7% | +12.1% | -14.8% | -1.3% |
| 1Y | -4.8% | +16.4% | -21.3% | -3.0% |
| 3Y | +6.9% | +210.5% | -203.6% | +21.8% |
| 5Y | -34.5% | +82.4% | -116.8% | -27.9% |
| 10Y | -17.3% | +1,144.5% | -1,161.8% | +35.5% |
| All | +45.3% | +12,137.2% | -12,091.9% | +302.2% |
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