-7.0%
TSN vs UPRO
+1,162.5%
-1,169.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -7.3% | -1.3% | -6.0% | -7.1% |
| 30D | -8.6% | -5.0% | -3.6% | -7.9% |
| 3M | -7.5% | +7.5% | -15.0% | -9.2% |
| 6M | -14.1% | +33.2% | -47.4% | -19.4% |
| YTD | -9.4% | +27.7% | -37.2% | -14.6% |
| 1Y | -4.1% | +43.0% | -47.1% | -11.8% |
| 3Y | +10.3% | +224.4% | -214.1% | -18.0% |
| 5Y | -19.7% | +135.9% | -155.6% | -40.1% |
| 10Y | -7.0% | +1,232.5% | -1,239.5% | -60.1% |
| All | -7.0% | +1,162.5% | -1,169.6% | -60.1% |
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 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