-10.8%
TTWO vs UPRO
+51.4%
-62.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -8.8% | +0.1% | -8.9% | -8.8% |
| 30D | -8.6% | -0.9% | -7.7% | -8.5% |
| 3M | -0.9% | +1.9% | -2.8% | -1.8% |
| 6M | -0.5% | +33.1% | -33.6% | -8.7% |
| YTD | -16.1% | +31.8% | -47.9% | -22.6% |
| 1Y | -10.8% | +48.3% | -59.1% | -22.2% |
| All | -10.8% | +51.4% | -62.2% | -22.2% |
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 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