+874.8%
TNA vs UPRO
+13,044.5%
-12,169.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.4% |
| 7D | +3.7% | +7.4% | -3.7% | -4.2% |
| 30D | +4.4% | -7.9% | +12.3% | +14.4% |
| 3M | -26.7% | -12.0% | -14.7% | -15.4% |
| 6M | -12.8% | -2.0% | -10.9% | -11.1% |
| YTD | +22.7% | +20.4% | +2.3% | +0.2% |
| 1Y | +35.7% | +24.5% | +11.2% | +7.1% |
| 3Y | +134.6% | +224.4% | -89.8% | -34.8% |
| 5Y | -46.0% | +97.6% | -143.6% | -72.9% |
| 10Y | +38.0% | +1,097.3% | -1,059.3% | -91.5% |
| All | +874.8% | +13,044.5% | -12,169.7% | -96.1% |
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