+3,180.0%
TSEM vs UPRO
+12,842.3%
-9,662.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.6% |
| 7D | -9.5% | -2.9% | -6.6% | -8.3% |
| 30D | -35.5% | -12.4% | -23.0% | -31.2% |
| 3M | -41.6% | -11.9% | -29.7% | -37.7% |
| 6M | -30.1% | -1.7% | -28.4% | -28.1% |
| YTD | +25.7% | +18.5% | +7.2% | +19.5% |
| 1Y | +50.5% | +17.5% | +33.0% | +44.0% |
| 3Y | +501.7% | +218.4% | +283.3% | +274.9% |
| 5Y | +310.9% | +99.1% | +211.8% | +173.0% |
| 10Y | +849.8% | +1,071.1% | -221.3% | +122.7% |
| All | +3,180.0% | +12,842.3% | -9,662.3% | +43.1% |
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