+234.7%
TMUS vs UPRO
+1,163.1%
-928.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.0% | -2.8% | +2.6% |
| 7D | +5.3% | -0.9% | +6.2% | +5.2% |
| 30D | +13.5% | -11.4% | +25.0% | +16.0% |
| 3M | -4.2% | -10.9% | +6.7% | -2.5% |
| 6M | -11.9% | -0.5% | -11.3% | -13.0% |
| YTD | -15.6% | +19.9% | -35.4% | -20.9% |
| 1Y | -16.8% | +24.2% | -41.0% | -22.9% |
| 3Y | +20.8% | +236.9% | -216.1% | -17.7% |
| 5Y | +48.0% | +96.6% | -48.5% | +8.3% |
| 10Y | +234.7% | +1,091.6% | -856.9% | +14.6% |
| All | +234.7% | +1,163.1% | -928.4% | +14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling