+411.3%
TTMI vs UPRO
+1,102.3%
-691.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.6% |
| 7D | +22.6% | +9.7% | +12.9% | +18.0% |
| 30D | -34.3% | -9.8% | -24.5% | -30.2% |
| 3M | -44.8% | -9.1% | -35.7% | -41.4% |
| 6M | -53.3% | +0.9% | -54.2% | -52.4% |
| YTD | +10.6% | +21.9% | -11.3% | +4.7% |
| 1Y | +8.2% | +19.8% | -11.6% | +4.0% |
| 3Y | +435.7% | +227.4% | +208.3% | +238.2% |
| 5Y | +434.2% | +100.1% | +334.1% | +274.0% |
| All | +411.3% | +1,102.3% | -691.0% | +39.2% |
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