+361.1%
TTD vs UPRO
+1,199.3%
-838.2%
-90.7%
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% | -0.2% |
| 7D | -4.6% | -1.3% | -3.3% | -3.8% |
| 30D | +3.7% | -5.0% | +8.7% | +6.9% |
| 3M | -30.2% | +7.5% | -37.7% | -33.9% |
| 6M | -51.4% | +33.2% | -84.6% | -60.1% |
| YTD | -63.4% | +27.7% | -91.2% | -69.3% |
| 1Y | -73.5% | +43.0% | -116.5% | -79.5% |
| 3Y | -83.5% | +224.4% | -307.9% | -92.7% |
| 5Y | -80.9% | +135.9% | -216.8% | -90.1% |
| All | +361.1% | +1,199.3% | -838.2% | -18.7% |
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