-17.4%
TOST vs UPRO
+51.4%
-68.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -2.4% | -0.9% | -1.6% | -2.2% |
| 3M | +34.6% | +1.9% | +32.7% | +33.1% |
| 6M | +15.2% | +33.1% | -17.9% | +1.3% |
| YTD | -4.4% | +31.8% | -36.2% | -15.3% |
| 1Y | -17.4% | +48.3% | -65.7% | -29.8% |
| All | -17.4% | +51.4% | -68.8% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling