-17.2%
TTWO vs UPRO
+29.4%
-46.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.9% | +2.3% | +6.0% |
| 7D | +7.0% | -2.6% | +9.5% | +7.5% |
| 30D | +2.7% | -4.3% | +7.0% | +3.5% |
| 3M | -13.0% | -4.3% | -8.7% | -12.4% |
| 6M | -7.2% | +14.7% | -22.0% | -11.5% |
| YTD | -18.4% | +28.0% | -46.4% | -24.3% |
| 1Y | -17.2% | +29.8% | -47.1% | -23.7% |
| All | -17.2% | +29.4% | -46.7% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling