+45.3%
TLT vs UPRO
+14,289.1%
-14,243.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.6% | -0.9% | +0.3% | -0.6% |
| 3M | -2.7% | +1.9% | -4.7% | -2.4% |
| 6M | -5.6% | +33.1% | -38.7% | -3.0% |
| YTD | -2.8% | +31.8% | -34.6% | -0.1% |
| 1Y | -1.4% | +48.3% | -49.7% | +2.5% |
| 3Y | -1.6% | +221.5% | -223.1% | +12.1% |
| 5Y | -33.8% | +136.7% | -170.6% | -25.3% |
| 10Y | -21.1% | +1,179.2% | -1,200.3% | +28.1% |
| All | +45.3% | +14,289.1% | -14,243.8% | +306.9% |
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 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