+1,155.8%
UPRO vs TCOM
-10.5%
+1,166.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.3% |
| 7D | -6.0% | -6.5% | +0.5% | -3.1% |
| 30D | -5.8% | -16.2% | +10.5% | +1.8% |
| 3M | +10.8% | -19.3% | +30.1% | +20.5% |
| 6M | +31.6% | -27.2% | +58.8% | +50.0% |
| YTD | +25.4% | -46.2% | +71.6% | +61.9% |
| 1Y | +39.2% | -46.6% | +85.9% | +80.3% |
| 3Y | +218.5% | +8.4% | +210.1% | +174.1% |
| 5Y | +137.1% | +25.8% | +111.2% | +67.4% |
| All | +1,155.8% | -10.5% | +1,166.4% | +840.5% |
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