+679.5%
TSEM vs UPRO
+230.2%
+449.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.1% |
| 7D | +10.4% | +1.5% | +9.0% | +9.3% |
| 30D | -12.9% | -3.7% | -9.2% | -10.9% |
| 3M | -9.2% | +8.0% | -17.2% | -12.7% |
| 6M | +98.8% | +38.7% | +60.1% | +66.3% |
| YTD | +87.2% | +29.5% | +57.7% | +62.4% |
| 1Y | +239.0% | +46.1% | +192.9% | +177.6% |
| 3Y | +679.5% | +229.1% | +450.4% | +359.7% |
| All | +679.5% | +230.2% | +449.4% | +359.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling