+2,662.3%
TYL vs UPRO
+12,035.6%
-9,373.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.2% | +14.9% | +5.7% |
| 7D | +15.1% | -14.4% | +29.5% | +20.0% |
| 30D | +30.1% | -18.2% | +48.3% | +37.2% |
| 3M | +40.4% | -16.4% | +56.8% | +46.8% |
| 6M | +31.3% | -2.6% | +33.9% | +29.2% |
| YTD | -5.2% | +11.1% | -16.3% | -11.2% |
| 1Y | -6.6% | +11.8% | -18.4% | -13.0% |
| 3Y | +3.4% | +209.9% | -206.5% | -34.9% |
| 5Y | -19.3% | +80.9% | -100.1% | -42.8% |
| 10Y | +178.1% | +1,134.2% | -956.1% | -14.3% |
| All | +2,662.3% | +12,035.6% | -9,373.3% | +277.3% |
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