-10.9%
TRI vs UPRO
+128.3%
-139.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | -14.4% | -6.0% | -8.4% | -13.3% |
| 30D | -8.1% | -5.8% | -2.3% | -7.1% |
| 3M | +17.5% | +10.8% | +6.7% | +14.9% |
| 6M | -5.0% | +31.6% | -36.5% | -10.8% |
| YTD | -24.7% | +25.4% | -50.1% | -28.6% |
| 1Y | -41.5% | +39.2% | -80.7% | -45.9% |
| 3Y | -20.3% | +218.5% | -238.8% | -40.6% |
| 5Y | -10.9% | +137.1% | -148.0% | -32.5% |
| All | -10.9% | +128.3% | -139.3% | -32.5% |
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