-35.3%
TSLL vs UPRO
+222.2%
-257.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.6% | -10.0% |
| 7D | +1.9% | +0.1% | +1.8% | +2.2% |
| 30D | +17.8% | -0.9% | +18.6% | +20.4% |
| 3M | -37.0% | +1.9% | -38.9% | -35.7% |
| 6M | -37.7% | +33.1% | -70.8% | -57.4% |
| YTD | -51.4% | +31.8% | -83.2% | -66.3% |
| 1Y | -23.4% | +48.3% | -71.6% | -54.5% |
| All | -35.3% | +222.2% | -257.5% | -80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling