+394.9%
TTWO vs UPRO
+1,258.3%
-863.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.4% |
| 7D | +0.4% | -2.5% | +2.9% | +1.0% |
| 30D | -11.3% | -4.2% | -7.1% | -10.4% |
| 3M | +1.6% | +8.1% | -6.5% | -1.0% |
| 6M | +2.1% | +35.2% | -33.2% | -7.2% |
| YTD | -15.8% | +28.4% | -44.3% | -22.5% |
| 1Y | -12.6% | +39.3% | -51.9% | -21.6% |
| 3Y | +48.2% | +219.9% | -171.7% | -0.3% |
| 5Y | +40.0% | +142.8% | -102.9% | -5.0% |
| All | +394.9% | +1,258.3% | -863.4% | +64.6% |
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