+191.1%
TRI vs UPRO
+1,258.3%
-1,067.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.2% |
| 7D | -7.9% | -2.5% | -5.3% | -7.4% |
| 30D | -4.5% | -4.2% | -0.3% | -3.6% |
| 3M | +22.1% | +8.1% | +14.0% | +19.7% |
| 6M | -2.8% | +35.2% | -38.0% | -9.8% |
| YTD | -23.4% | +28.4% | -51.8% | -28.2% |
| 1Y | -41.5% | +39.3% | -80.8% | -46.3% |
| 3Y | -19.2% | +219.9% | -239.1% | -40.5% |
| 5Y | -9.4% | +142.8% | -152.2% | -33.3% |
| All | +191.1% | +1,258.3% | -1,067.3% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling