+2,737.0%
TSLA vs UPRO
+1,162.5%
+1,574.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.7% |
| 7D | +3.0% | -1.3% | +4.3% | +3.8% |
| 30D | +11.2% | -5.0% | +16.2% | +14.4% |
| 3M | -7.3% | +7.5% | -14.8% | -10.5% |
| 6M | -7.7% | +33.2% | -41.0% | -21.1% |
| YTD | -18.2% | +27.7% | -45.9% | -28.6% |
| 1Y | +6.0% | +43.0% | -37.0% | -12.8% |
| 3Y | +48.0% | +224.4% | -176.4% | -19.8% |
| 5Y | +46.2% | +135.9% | -89.7% | -12.2% |
| 10Y | +2,737.0% | +1,232.5% | +1,504.5% | +624.6% |
| All | +2,737.0% | +1,162.5% | +1,574.5% | +624.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling