+1,095.1%
UPRO vs TCOM
+5.9%
+1,089.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | +7.4% | -1.8% | +9.2% | +8.2% |
| 30D | -7.9% | +12.1% | -20.0% | -12.9% |
| 3M | -12.0% | -3.2% | -8.8% | -11.5% |
| 6M | -2.0% | -16.6% | +14.7% | +4.3% |
| YTD | +20.4% | -39.4% | +59.8% | +46.3% |
| 1Y | +24.5% | -41.5% | +66.0% | +53.7% |
| 3Y | +224.4% | +24.4% | +200.0% | +161.6% |
| 5Y | +97.6% | +41.6% | +56.0% | +32.9% |
| All | +1,095.1% | +5.9% | +1,089.2% | +747.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling