+76.5%
TNA vs UPRO
+1,258.3%
-1,181.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.4% | -1.6% |
| 7D | -7.3% | -2.5% | -4.7% | -4.6% |
| 30D | -14.2% | -4.2% | -9.9% | -10.0% |
| 3M | -4.6% | +8.1% | -12.6% | -12.9% |
| 6M | +36.9% | +35.2% | +1.7% | -0.7% |
| YTD | +42.5% | +28.4% | +14.1% | +10.0% |
| 1Y | +45.8% | +39.3% | +6.5% | +4.2% |
| 3Y | +104.7% | +219.9% | -115.2% | -37.6% |
| 5Y | -21.7% | +142.8% | -164.5% | -66.3% |
| All | +76.5% | +1,258.3% | -1,181.8% | -88.4% |
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 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