+1,259.9%
TSEM vs UPRO
+1,226.0%
+33.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.2% |
| 7D | +0.9% | -6.0% | +6.9% | +3.4% |
| 30D | -16.6% | -5.8% | -10.9% | -14.6% |
| 3M | -10.9% | +10.8% | -21.7% | -13.7% |
| 6M | +78.0% | +31.6% | +46.4% | +61.9% |
| YTD | +77.2% | +25.4% | +51.8% | +64.2% |
| 1Y | +207.6% | +39.2% | +168.3% | +175.2% |
| 3Y | +637.8% | +218.5% | +419.3% | +382.8% |
| 5Y | +617.0% | +137.1% | +479.9% | +373.5% |
| All | +1,259.9% | +1,226.0% | +33.9% | +265.2% |
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