+685.9%
TMUS vs UPRO
+14,289.1%
-13,603.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.1% |
| 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% | +1.8% |
| 6M | -16.5% | +33.1% | -49.6% | -24.5% |
| YTD | -9.2% | +31.8% | -40.9% | -18.1% |
| 1Y | -26.5% | +48.3% | -74.8% | -36.5% |
| 3Y | +39.0% | +221.5% | -182.5% | -12.3% |
| 5Y | +40.4% | +136.7% | -96.4% | -11.2% |
| 10Y | +303.7% | +1,179.2% | -875.5% | +9.1% |
| All | +685.9% | +14,289.1% | -13,603.2% | -24.9% |
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