+42.0%
TMUS vs UPRO
+137.3%
-95.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +5.3% | -0.9% | +6.1% | +5.4% |
| 3M | +3.1% | +1.9% | +1.2% | +2.6% |
| 6M | -16.5% | +33.1% | -49.6% | -20.4% |
| YTD | -9.2% | +31.8% | -40.9% | -13.6% |
| 1Y | -26.5% | +48.3% | -74.8% | -31.7% |
| 3Y | +39.0% | +221.5% | -182.5% | +6.8% |
| All | +42.0% | +137.3% | -95.3% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling