+1,753.6%
TSM vs UPRO
+1,152.9%
+600.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.0% |
| 7D | +6.0% | +1.5% | +4.6% | +5.4% |
| 30D | +4.5% | -3.7% | +8.2% | +6.0% |
| 3M | +3.1% | +8.0% | -4.9% | +0.1% |
| 6M | +30.2% | +38.7% | -8.4% | +14.7% |
| YTD | +45.2% | +29.5% | +15.7% | +31.3% |
| 1Y | +79.6% | +46.1% | +33.5% | +55.0% |
| 3Y | +411.0% | +229.1% | +181.9% | +219.6% |
| 5Y | +290.7% | +136.0% | +154.7% | +155.4% |
| 10Y | +1,753.6% | +1,155.3% | +598.3% | +459.9% |
| All | +1,753.6% | +1,152.9% | +600.7% | +459.9% |
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