+2,236.5%
TYL vs UPRO
+14,289.1%
-12,052.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -3.7% | +0.1% | -3.7% | -3.7% |
| 30D | +18.7% | -0.9% | +19.6% | +19.0% |
| 3M | +18.1% | +1.9% | +16.2% | +16.2% |
| 6M | -1.1% | +33.1% | -34.2% | -11.5% |
| YTD | -19.8% | +31.8% | -51.6% | -28.0% |
| 1Y | -34.3% | +48.3% | -82.6% | -43.6% |
| 3Y | -8.2% | +221.5% | -229.7% | -42.3% |
| 5Y | -25.4% | +136.7% | -162.2% | -50.9% |
| 10Y | +115.6% | +1,179.2% | -1,063.6% | -33.4% |
| All | +2,236.5% | +14,289.1% | -12,052.6% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling