-42.8%
TOST vs UPRO
+94.1%
-136.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.0% | -6.7% | -3.9% |
| 7D | +4.0% | -0.9% | +4.9% | +3.5% |
| 30D | +11.1% | -11.4% | +22.5% | +18.0% |
| 3M | +0.8% | -10.9% | +11.7% | +6.3% |
| 6M | +38.8% | -0.5% | +39.3% | +34.5% |
| YTD | -2.1% | +19.9% | -22.0% | -17.2% |
| 1Y | -6.0% | +24.2% | -30.2% | -22.7% |
| 3Y | +149.8% | +236.9% | -87.2% | -6.5% |
| 5Y | -42.8% | +96.6% | -139.3% | -68.3% |
| All | -42.8% | +94.1% | -136.8% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling