+15.6%
TMUS vs UPRO
+210.8%
-195.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.9% |
| 7D | +3.6% | -8.7% | +12.2% | +3.8% |
| 30D | -3.4% | -16.9% | +13.5% | -2.9% |
| 3M | -9.5% | -15.3% | +5.8% | -9.1% |
| 6M | -15.2% | -5.7% | -9.5% | -15.3% |
| YTD | -18.9% | +12.1% | -31.0% | -19.9% |
| 1Y | -17.7% | +16.4% | -34.1% | -19.0% |
| 3Y | +15.6% | +210.5% | -194.9% | +6.5% |
| All | +15.6% | +210.8% | -195.2% | +6.5% |
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