-12.6%
TOST vs UPRO
+19.0%
-31.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -4.7% | +9.7% | -14.3% | -7.3% |
| 30D | +8.5% | -9.8% | +18.3% | +11.5% |
| 3M | -1.6% | -9.1% | +7.5% | +0.7% |
| 6M | +44.1% | +0.9% | +43.2% | +41.5% |
| YTD | -5.6% | +21.9% | -27.5% | -13.5% |
| 1Y | -12.6% | +19.8% | -32.4% | -19.4% |
| All | -12.6% | +19.0% | -31.5% | -19.4% |
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 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