+4,164.9%
TT vs UPRO
+14,289.1%
-10,124.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -7.4% | -0.9% | -6.5% | -7.1% |
| 3M | -3.2% | +1.9% | -5.1% | -4.4% |
| 6M | +1.1% | +33.1% | -32.0% | -9.8% |
| YTD | +15.6% | +31.8% | -16.2% | +3.2% |
| 1Y | +9.2% | +48.3% | -39.1% | -7.2% |
| 3Y | +124.4% | +221.5% | -97.1% | +35.5% |
| 5Y | +138.0% | +136.7% | +1.3% | +47.1% |
| 10Y | +886.4% | +1,179.2% | -292.8% | +143.6% |
| All | +4,164.9% | +14,289.1% | -10,124.1% | +208.5% |
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 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