+231.9%
UPRO vs TCOM
+26.8%
+205.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.2% |
| 7D | -3.8% | +2.2% | -5.9% | -4.5% |
| 30D | -8.9% | +12.5% | -21.4% | -12.3% |
| 3M | -7.4% | -5.6% | -1.8% | -6.2% |
| 6M | +1.6% | -16.5% | +18.0% | +6.5% |
| YTD | +23.2% | -39.4% | +62.5% | +42.0% |
| 1Y | +21.2% | -41.0% | +62.2% | +41.0% |
| All | +231.9% | +26.8% | +205.1% | +215.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling