-48.9%
TSLL vs UPRO
+228.8%
-277.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.9% | +1.9% | +0.8% |
| 7D | +0.5% | -3.8% | +4.3% | +7.4% |
| 30D | +2.7% | -8.9% | +11.5% | +16.9% |
| 3M | +26.3% | -7.4% | +33.7% | +42.1% |
| 6M | -37.2% | +1.6% | -38.7% | -34.3% |
| YTD | -44.2% | +23.2% | -67.4% | -54.2% |
| 1Y | -44.0% | +21.2% | -65.2% | -52.8% |
| 3Y | 0.0% | +230.8% | -230.8% | -61.8% |
| All | -48.9% | +228.8% | -277.7% | -80.5% |
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