+108.8%
TNA vs UPRO
+218.6%
-109.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -2.5% |
| 7D | -3.6% | -1.3% | -2.3% | -2.2% |
| 30D | -10.1% | -5.0% | -5.0% | -4.5% |
| 3M | +2.7% | +7.5% | -4.8% | -6.2% |
| 6M | +38.4% | +33.2% | +5.2% | -0.1% |
| YTD | +45.4% | +27.7% | +17.7% | +10.8% |
| 1Y | +55.9% | +43.0% | +12.9% | +5.5% |
| All | +108.8% | +218.6% | -109.8% | -45.4% |
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 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