+146.0%
TT vs UPRO
+137.3%
+8.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -7.2% | -0.9% | -6.3% | -6.9% |
| 3M | -3.0% | +1.9% | -4.9% | -4.0% |
| 6M | +1.4% | +33.1% | -31.8% | -8.7% |
| YTD | +15.9% | +31.8% | -15.9% | +4.4% |
| 1Y | +9.4% | +48.3% | -38.9% | -5.7% |
| 3Y | +124.4% | +221.5% | -97.1% | +42.3% |
| All | +146.0% | +137.3% | +8.8% | +56.0% |
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