+4,840.9%
TSEM vs UPRO
+14,289.1%
-9,448.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.1% | +8.4% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +5.3% | -0.9% | +6.2% | +5.7% |
| 3M | -14.9% | +1.9% | -16.8% | -14.9% |
| 6M | +80.0% | +33.1% | +46.9% | +61.5% |
| YTD | +89.4% | +31.8% | +57.6% | +70.4% |
| 1Y | +253.1% | +48.3% | +204.8% | +203.9% |
| 3Y | +642.1% | +221.5% | +420.6% | +352.5% |
| 5Y | +659.1% | +136.7% | +522.4% | +362.4% |
| 10Y | +1,291.4% | +1,179.2% | +112.2% | +209.8% |
| All | +4,840.9% | +14,289.1% | -9,448.2% | +103.9% |
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