+80.5%
TSEM vs UPRO
+29.4%
+51.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.9% | -13.6% | -14.0% |
| 7D | -23.1% | -2.6% | -20.5% | -20.9% |
| 30D | -40.4% | -4.3% | -36.1% | -37.0% |
| 3M | -37.9% | -4.3% | -33.6% | -34.2% |
| 6M | -30.8% | +14.7% | -45.6% | -38.2% |
| YTD | +26.7% | +28.0% | -1.3% | +0.4% |
| 1Y | +80.5% | +29.8% | +50.6% | +41.3% |
| All | +80.5% | +29.4% | +51.1% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling