+23.2%
TOST vs UPRO
-1.9%
+25.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.2% | +12.6% | +1.6% |
| 7D | +11.6% | -14.4% | +26.0% | +14.2% |
| 30D | +16.2% | -18.2% | +34.5% | +20.0% |
| 3M | +1.0% | -16.4% | +17.4% | +3.8% |
| 6M | +23.2% | -2.6% | +25.8% | +28.4% |
| All | +23.2% | -1.9% | +25.0% | +28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling