-9.2%
TYL vs UPRO
+19.0%
-28.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.5% |
| 7D | -1.6% | +9.7% | -11.2% | -1.2% |
| 30D | +22.1% | -9.8% | +31.9% | +21.8% |
| 3M | +33.4% | -9.1% | +42.5% | +33.1% |
| 6M | +36.8% | +0.9% | +35.9% | +36.5% |
| YTD | -6.7% | +21.9% | -28.6% | -6.9% |
| 1Y | -9.2% | +19.8% | -29.0% | -9.6% |
| All | -9.2% | +19.0% | -28.2% | -9.6% |
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 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