-10.0%
TYL vs UPRO
+20.9%
-30.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.0% | -7.5% | -0.3% |
| 7D | +3.5% | -0.9% | +4.4% | +3.5% |
| 30D | +26.9% | -11.4% | +38.3% | +26.6% |
| 3M | +33.8% | -10.9% | +44.7% | +33.5% |
| 6M | +28.8% | -0.5% | +29.4% | +28.4% |
| YTD | -7.9% | +19.9% | -27.8% | -8.2% |
| All | -10.0% | +20.9% | -30.9% | -10.4% |
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