+1,444.0%
TMO vs UPRO
+13,923.4%
-12,479.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.3% |
| 7D | -0.6% | -2.5% | +1.9% | +0.1% |
| 30D | +1.1% | -4.2% | +5.4% | +2.4% |
| 3M | +28.3% | +8.1% | +20.3% | +24.4% |
| 6M | +23.3% | +35.2% | -12.0% | +10.7% |
| YTD | +5.5% | +28.4% | -23.0% | -4.0% |
| 1Y | +24.5% | +39.3% | -14.7% | +10.0% |
| 3Y | +19.6% | +219.9% | -200.3% | -23.1% |
| 5Y | +8.1% | +142.8% | -134.7% | -29.7% |
| 10Y | +336.7% | +1,240.0% | -903.3% | +28.9% |
| All | +1,444.0% | +13,923.4% | -12,479.4% | +79.1% |
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