+168.8%
TYL vs UPRO
+1,163.1%
-994.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.0% | -7.5% | -2.5% |
| 7D | +3.5% | -0.9% | +4.4% | +3.3% |
| 30D | +26.9% | -11.4% | +38.3% | +30.2% |
| 3M | +33.8% | -10.9% | +44.7% | +36.9% |
| 6M | +28.8% | -0.5% | +29.4% | +26.3% |
| YTD | -7.9% | +19.9% | -27.8% | -15.1% |
| 1Y | -9.8% | +24.2% | -34.0% | -18.0% |
| 3Y | +1.2% | +236.9% | -235.8% | -35.8% |
| 5Y | -22.8% | +96.6% | -119.4% | -45.8% |
| 10Y | +168.8% | +1,091.6% | -922.8% | -6.5% |
| All | +168.8% | +1,163.1% | -994.3% | -6.5% |
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