+601.4%
TMUS vs UPRO
+12,137.2%
-11,535.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +3.6% | -8.7% | +12.2% | +5.8% |
| 30D | -3.4% | -16.9% | +13.5% | +1.0% |
| 3M | -9.5% | -15.3% | +5.8% | -6.1% |
| 6M | -15.2% | -5.7% | -9.5% | -15.4% |
| YTD | -18.9% | +12.1% | -31.0% | -24.2% |
| 1Y | -17.7% | +16.4% | -34.1% | -24.2% |
| 3Y | +15.6% | +210.5% | -194.9% | -27.2% |
| 5Y | +38.9% | +82.4% | -43.5% | -5.4% |
| 10Y | +245.3% | +1,144.5% | -899.2% | -8.2% |
| All | +601.4% | +12,137.2% | -11,535.8% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling