+40.9%
TTWO vs UPRO
+128.3%
-87.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.3% |
| 7D | +1.3% | -6.0% | +7.3% | +3.0% |
| 30D | -13.4% | -5.8% | -7.6% | -12.1% |
| 3M | +3.1% | +10.8% | -7.7% | -0.3% |
| 6M | +3.8% | +31.6% | -27.8% | -4.9% |
| YTD | -15.3% | +25.4% | -40.6% | -21.4% |
| 1Y | -11.1% | +39.2% | -50.3% | -20.2% |
| 3Y | +52.0% | +218.5% | -166.5% | +1.2% |
| 5Y | +40.9% | +137.1% | -96.1% | -5.8% |
| All | +40.9% | +128.3% | -87.4% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling