+893.7%
TT vs UPRO
+1,152.9%
-259.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +1.6% | +1.5% | +0.1% | +1.1% |
| 30D | -7.3% | -3.7% | -3.6% | -6.2% |
| 3M | -2.6% | +8.0% | -10.6% | -5.3% |
| 6M | +5.9% | +38.7% | -32.8% | -5.8% |
| YTD | +15.4% | +29.5% | -14.1% | +4.8% |
| 1Y | +8.2% | +46.1% | -37.8% | -6.0% |
| 3Y | +122.7% | +229.1% | -106.4% | +40.9% |
| 5Y | +145.0% | +136.0% | +9.0% | +60.0% |
| 10Y | +893.7% | +1,155.3% | -261.5% | +171.4% |
| All | +893.7% | +1,152.9% | -259.2% | +171.4% |
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