+36.0%
TSM vs UPRO
+29.4%
+6.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -5.7% |
| 7D | -10.0% | -2.6% | -7.4% | -8.3% |
| 30D | -18.5% | -4.3% | -14.2% | -16.0% |
| 3M | -4.9% | -4.3% | -0.6% | -2.2% |
| 6M | -1.0% | +14.7% | -15.7% | -10.3% |
| YTD | +31.3% | +28.0% | +3.2% | +10.2% |
| 1Y | +36.0% | +29.8% | +6.2% | +13.1% |
| All | +36.0% | +29.4% | +6.6% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling