-23.1%
TYL vs UPRO
+95.9%
-119.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +0.8% | +7.4% | -6.6% | -1.5% |
| 30D | +21.1% | -7.9% | +29.0% | +23.2% |
| 3M | +28.9% | -12.0% | +40.9% | +32.7% |
| 6M | +42.0% | -2.0% | +44.0% | +39.4% |
| YTD | -6.6% | +20.4% | -27.0% | -15.3% |
| 1Y | -9.1% | +24.5% | -33.6% | -18.8% |
| 3Y | +1.8% | +224.4% | -222.5% | -43.3% |
| All | -23.1% | +95.9% | -119.0% | -49.1% |
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