+379.4%
TTD vs UPRO
+1,240.7%
-861.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.7% |
| 7D | +6.3% | +0.1% | +6.3% | +6.3% |
| 30D | -23.9% | -0.9% | -23.0% | -23.6% |
| 3M | -31.4% | +1.9% | -33.3% | -33.0% |
| 6M | -42.7% | +33.1% | -75.8% | -53.0% |
| YTD | -62.0% | +31.8% | -93.8% | -68.7% |
| 1Y | -72.2% | +48.3% | -120.5% | -78.9% |
| 3Y | -81.9% | +221.5% | -303.4% | -92.0% |
| 5Y | -81.5% | +136.7% | -218.3% | -90.4% |
| All | +379.4% | +1,240.7% | -861.3% | -17.0% |
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 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