+149.8%
TOST vs UPRO
+226.4%
-76.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.0% | -6.7% | -3.0% |
| 7D | +4.0% | -0.9% | +4.9% | +3.7% |
| 30D | +11.1% | -11.4% | +22.5% | +16.6% |
| 3M | +0.8% | -10.9% | +11.7% | +5.2% |
| 6M | +38.8% | -0.5% | +39.3% | +35.8% |
| YTD | -2.1% | +19.9% | -22.0% | -14.0% |
| 1Y | -6.0% | +24.2% | -30.2% | -19.2% |
| 3Y | +149.8% | +236.9% | -87.2% | +7.1% |
| All | +149.8% | +226.4% | -76.6% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling