+265.7%
TSM vs UPRO
+95.9%
+169.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.1% |
| 7D | +6.2% | +7.4% | -1.2% | +2.5% |
| 30D | -7.3% | -7.9% | +0.6% | -3.5% |
| 3M | -7.1% | -12.0% | +4.9% | -1.3% |
| 6M | +0.2% | -2.0% | +2.2% | +1.4% |
| YTD | +32.2% | +20.4% | +11.9% | +21.3% |
| 1Y | +42.8% | +24.5% | +18.3% | +28.9% |
| 3Y | +330.4% | +224.4% | +106.0% | +152.6% |
| All | +265.7% | +95.9% | +169.8% | +144.6% |
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