-44.8%
TOST vs UPRO
+137.1%
-181.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | 0.0% |
| 7D | +3.0% | -2.9% | +5.8% | +3.7% |
| 30D | +10.3% | -12.4% | +22.7% | +17.9% |
| 3M | -3.3% | -11.9% | +8.6% | +2.6% |
| 6M | +37.8% | -1.7% | +39.5% | +34.5% |
| YTD | -2.8% | +18.5% | -21.3% | -17.2% |
| 1Y | -9.6% | +17.5% | -27.1% | -22.9% |
| 3Y | +144.6% | +218.4% | -73.7% | -4.3% |
| 5Y | -31.0% | +99.1% | -130.1% | -63.3% |
| All | -44.8% | +137.1% | -181.9% | -73.4% |
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 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