+3,430.4%
TSEM vs UPRO
+13,348.2%
-9,917.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.9% | +3.7% | +5.9% |
| 7D | +6.8% | -3.8% | +10.5% | +9.0% |
| 30D | -26.6% | -8.9% | -17.8% | -23.0% |
| 3M | -36.3% | -7.4% | -28.9% | -33.5% |
| 6M | -30.6% | +1.6% | -32.1% | -29.6% |
| YTD | +35.3% | +23.2% | +12.1% | +26.6% |
| 1Y | +59.2% | +21.2% | +38.0% | +50.4% |
| 3Y | +547.7% | +230.8% | +316.9% | +297.2% |
| 5Y | +337.5% | +106.7% | +230.9% | +186.2% |
| 10Y | +887.4% | +1,125.0% | -237.6% | +127.1% |
| All | +3,430.4% | +13,348.2% | -9,917.8% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling