-19.5%
TSN vs UPRO
+136.1%
-155.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | -5.0% | +1.5% | -6.5% | -5.2% |
| 30D | -9.1% | -3.7% | -5.4% | -8.7% |
| 3M | -7.4% | +8.0% | -15.4% | -8.5% |
| 6M | -13.4% | +38.7% | -52.0% | -17.5% |
| YTD | -8.5% | +29.5% | -38.0% | -12.2% |
| 1Y | -3.2% | +46.1% | -49.3% | -8.8% |
| 3Y | +11.5% | +229.1% | -217.6% | -11.0% |
| 5Y | -19.5% | +136.0% | -155.5% | -36.5% |
| All | -19.5% | +136.1% | -155.7% | -36.5% |
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