+18.3%
TMO vs UPRO
+212.7%
-194.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -2.5% | -6.0% | +3.5% | -0.9% |
| 30D | -0.3% | -5.8% | +5.5% | +1.2% |
| 3M | +25.3% | +10.8% | +14.4% | +21.0% |
| 6M | +20.9% | +31.6% | -10.7% | +10.7% |
| YTD | +4.3% | +25.4% | -21.1% | -3.3% |
| 1Y | +27.0% | +39.2% | -12.2% | +13.9% |
| All | +18.3% | +212.7% | -194.5% | -23.2% |
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 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