+2,083.8%
TSCO vs UPRO
+14,044.6%
-11,960.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | +1.7% | +1.5% | +0.2% | +1.2% |
| 30D | +2.8% | -3.7% | +6.5% | +3.8% |
| 3M | +17.9% | +8.0% | +9.9% | +14.7% |
| 6M | -28.6% | +38.7% | -67.2% | -35.7% |
| YTD | -28.0% | +29.5% | -57.6% | -34.2% |
| 1Y | -39.9% | +46.1% | -85.9% | -47.2% |
| 3Y | -14.0% | +229.1% | -243.1% | -43.5% |
| 5Y | -2.9% | +136.0% | -138.9% | -34.6% |
| 10Y | +199.5% | +1,155.3% | -955.8% | -2.3% |
| All | +2,083.8% | +14,044.6% | -11,960.8% | +192.1% |
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