+315.0%
TSEM vs UPRO
+94.1%
+220.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.0% | +3.9% | +7.9% |
| 7D | -2.0% | -0.9% | -1.1% | -1.5% |
| 30D | -33.4% | -11.4% | -22.0% | -29.5% |
| 3M | -39.7% | -10.9% | -28.8% | -36.1% |
| 6M | -27.8% | -0.5% | -27.3% | -26.1% |
| YTD | +29.7% | +19.9% | +9.8% | +23.7% |
| 1Y | +81.1% | +24.2% | +56.9% | +71.4% |
| 3Y | +529.3% | +236.9% | +292.4% | +353.4% |
| 5Y | +315.0% | +96.6% | +218.4% | +259.7% |
| All | +315.0% | +94.1% | +220.9% | +259.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling