+786.5%
TSEM vs UPRO
+1,087.5%
-301.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -6.4% |
| 7D | +7.0% | +7.4% | -0.5% | +4.1% |
| 30D | -29.8% | -7.9% | -21.9% | -26.9% |
| 3M | -41.9% | -12.0% | -29.9% | -38.2% |
| 6M | -45.8% | -2.0% | -43.8% | -44.3% |
| YTD | +25.1% | +20.4% | +4.7% | +19.0% |
| 1Y | +48.2% | +24.5% | +23.7% | +39.5% |
| 3Y | +476.5% | +224.4% | +252.1% | +281.0% |
| 5Y | +301.4% | +97.6% | +203.8% | +188.1% |
| All | +786.5% | +1,087.5% | -301.0% | +102.6% |
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