-56.8%
TSLL vs UPRO
+199.2%
-256.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.8% | +7.8% | +7.6% |
| 7D | -21.2% | -8.7% | -12.5% | -10.9% |
| 30D | -13.3% | -16.9% | +3.6% | +10.9% |
| 3M | +15.4% | -15.3% | +30.6% | +45.0% |
| 6M | -34.2% | -5.7% | -28.5% | -24.5% |
| YTD | -52.9% | +12.1% | -65.0% | -56.4% |
| 1Y | -54.3% | +16.4% | -70.8% | -59.5% |
| 3Y | -18.4% | +210.5% | -228.9% | -65.8% |
| All | -56.8% | +199.2% | -256.1% | -81.5% |
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