+244.6%
TMUS vs UPRO
+1,130.0%
-885.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.0% |
| 7D | +8.2% | -3.8% | +11.9% | +8.8% |
| 30D | +13.4% | -8.9% | +22.2% | +15.1% |
| 3M | -3.0% | -7.4% | +4.4% | -2.1% |
| 6M | -8.8% | +1.6% | -10.3% | -10.4% |
| YTD | -13.8% | +23.2% | -37.0% | -19.8% |
| 1Y | -17.1% | +21.2% | -38.3% | -22.7% |
| 3Y | +22.7% | +230.8% | -208.1% | -15.9% |
| 5Y | +52.8% | +106.7% | -53.8% | +10.4% |
| 10Y | +244.6% | +1,125.0% | -880.4% | +17.7% |
| All | +244.6% | +1,130.0% | -885.4% | +17.7% |
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