-44.5%
TOST vs UPRO
+140.8%
-185.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.2% |
| 7D | 0.0% | +7.4% | -7.4% | -4.6% |
| 30D | +16.2% | -7.9% | +24.1% | +20.3% |
| 3M | -1.5% | -12.0% | +10.5% | +4.5% |
| 6M | +55.3% | -2.0% | +57.3% | +51.9% |
| YTD | -2.3% | +20.4% | -22.7% | -17.8% |
| 1Y | -5.5% | +24.5% | -30.0% | -22.5% |
| 3Y | +151.1% | +224.4% | -73.2% | -3.1% |
| 5Y | -27.9% | +97.6% | -125.6% | -61.4% |
| All | -44.5% | +140.8% | -185.4% | -73.6% |
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