-40.6%
TOST vs UPRO
+81.0%
-121.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.9% |
| 7D | +9.4% | -8.7% | +18.1% | +14.6% |
| 30D | +13.5% | -16.9% | +30.4% | +25.6% |
| 3M | -0.1% | -15.3% | +15.1% | +8.7% |
| 6M | +22.5% | -5.7% | +28.2% | +22.5% |
| YTD | -2.4% | +12.1% | -14.4% | -13.8% |
| 1Y | -4.7% | +16.4% | -21.1% | -18.3% |
| 3Y | +103.2% | +210.5% | -107.3% | -19.6% |
| All | -40.6% | +81.0% | -121.6% | -65.3% |
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