-10.4%
TSCO vs UPRO
+137.8%
-148.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -4.0% | -2.1% |
| 7D | -5.7% | -2.5% | -3.1% | -5.1% |
| 30D | -8.8% | -4.2% | -4.5% | -7.9% |
| 3M | +6.3% | +8.1% | -1.7% | +3.8% |
| 6M | -32.3% | +35.2% | -67.5% | -38.0% |
| YTD | -32.7% | +28.4% | -61.1% | -37.7% |
| 1Y | -43.7% | +39.3% | -82.9% | -49.2% |
| 3Y | -19.7% | +219.9% | -239.6% | -45.5% |
| All | -10.4% | +137.8% | -148.2% | -39.4% |
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 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