-43.8%
TOST vs UPRO
+122.4%
-166.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.2% | +12.6% | +7.4% |
| 7D | +11.6% | -14.4% | +26.0% | +21.5% |
| 30D | +16.2% | -18.2% | +34.5% | +30.0% |
| 3M | +1.0% | -16.4% | +17.4% | +10.9% |
| 6M | +23.2% | -2.6% | +25.8% | +20.5% |
| YTD | -1.0% | +11.1% | -12.1% | -12.1% |
| 1Y | -9.9% | +11.8% | -21.6% | -20.6% |
| 3Y | +101.0% | +209.9% | -108.9% | -20.3% |
| 5Y | -40.4% | +80.9% | -121.3% | -66.0% |
| All | -43.8% | +122.4% | -166.1% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling