+901.9%
TTMI vs UPRO
+230.2%
+671.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +4.1% |
| 7D | +12.2% | +1.5% | +10.7% | +10.8% |
| 30D | -5.7% | -3.7% | -2.0% | -3.3% |
| 3M | -27.5% | +8.0% | -35.5% | -30.8% |
| 6M | +47.1% | +38.7% | +8.5% | +20.5% |
| YTD | +87.5% | +29.5% | +57.9% | +60.2% |
| 1Y | +175.2% | +46.1% | +129.1% | +122.6% |
| 3Y | +901.9% | +229.1% | +672.8% | +355.7% |
| All | +901.9% | +230.2% | +671.8% | +355.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling