-22.4%
TYL vs UPRO
+81.0%
-103.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +6.7% | -8.7% | +15.3% | +9.2% |
| 30D | +26.5% | -16.9% | +43.4% | +33.0% |
| 3M | +37.3% | -15.3% | +52.6% | +43.1% |
| 6M | +31.2% | -5.7% | +36.9% | +30.2% |
| YTD | -7.4% | +12.1% | -19.4% | -14.1% |
| 1Y | -9.6% | +16.4% | -26.0% | -17.5% |
| 3Y | +1.9% | +210.5% | -208.6% | -42.7% |
| All | -22.4% | +81.0% | -103.4% | -47.1% |
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