+7,437.2%
TSM vs UPRO
+14,289.1%
-6,851.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.3% |
| 7D | +2.7% | +0.1% | +2.7% | +2.7% |
| 30D | +3.6% | -0.9% | +4.5% | +3.9% |
| 3M | -3.4% | +1.9% | -5.3% | -3.9% |
| 6M | +20.6% | +33.1% | -12.5% | +8.7% |
| YTD | +41.9% | +31.8% | +10.1% | +28.4% |
| 1Y | +84.4% | +48.3% | +36.1% | +59.8% |
| 3Y | +380.2% | +221.5% | +158.7% | +210.0% |
| 5Y | +275.3% | +136.7% | +138.6% | +151.0% |
| 10Y | +1,751.4% | +1,179.2% | +572.2% | +496.5% |
| All | +7,437.2% | +14,289.1% | -6,851.8% | +891.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling