+309.1%
TMUS vs UPRO
+1,152.9%
-843.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -0.3% | +1.5% | -1.7% | -0.6% |
| 30D | +3.1% | -3.7% | +6.8% | +4.0% |
| 3M | +2.4% | +8.0% | -5.6% | +0.2% |
| 6M | -17.1% | +38.7% | -55.7% | -24.0% |
| YTD | -9.1% | +29.5% | -38.6% | -15.7% |
| 1Y | -23.6% | +46.1% | -69.7% | -31.6% |
| 3Y | +38.8% | +229.1% | -190.2% | -4.5% |
| 5Y | +43.0% | +136.0% | -93.0% | -0.2% |
| 10Y | +309.1% | +1,155.3% | -846.2% | +31.8% |
| All | +309.1% | +1,152.9% | -843.8% | +31.8% |
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