-60.3%
TSLL vs UPRO
+196.7%
-257.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -13.2% | -8.7% | -5.1% |
| 7D | -28.9% | -14.4% | -14.5% | -13.0% |
| 30D | -21.4% | -18.2% | -3.2% | +2.5% |
| 3M | +5.0% | -16.4% | +21.4% | +34.2% |
| 6M | -36.6% | -2.6% | -33.9% | -30.0% |
| YTD | -56.6% | +11.1% | -67.8% | -59.5% |
| 1Y | -60.9% | +11.8% | -72.6% | -63.5% |
| 3Y | -25.2% | +209.9% | -235.1% | -68.5% |
| All | -60.3% | +196.7% | -257.0% | -82.8% |
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