-46.4%
TOST vs UPRO
+143.9%
-190.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.1% |
| 7D | -4.7% | +9.7% | -14.3% | -10.2% |
| 30D | +8.5% | -9.8% | +18.3% | +13.9% |
| 3M | -1.6% | -9.1% | +7.5% | +2.4% |
| 6M | +44.1% | +0.9% | +43.2% | +38.4% |
| YTD | -5.6% | +21.9% | -27.5% | -21.1% |
| 1Y | -12.6% | +19.8% | -32.4% | -26.3% |
| 3Y | +137.6% | +227.4% | -89.8% | -8.7% |
| 5Y | -30.4% | +100.1% | -130.4% | -62.9% |
| All | -46.4% | +143.9% | -190.2% | -74.7% |
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