-49.1%
TSLL vs UPRO
+221.4%
-270.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -2.1% |
| 7D | +17.8% | +7.4% | +10.4% | +7.8% |
| 30D | +8.2% | -7.9% | +16.1% | +21.6% |
| 3M | +20.9% | -12.0% | +32.9% | +44.9% |
| 6M | -37.5% | -2.0% | -35.5% | -31.8% |
| YTD | -44.5% | +20.4% | -64.9% | -53.0% |
| 1Y | -33.0% | +24.5% | -57.5% | -45.7% |
| 3Y | -6.4% | +224.4% | -230.7% | -63.3% |
| All | -49.1% | +221.4% | -270.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling