+13,342.5%
UPRO vs TCOM
+289.4%
+13,053.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.1% | -9.5% | +9.6% | +4.3% |
| 30D | -0.9% | -10.7% | +9.8% | +3.8% |
| 3M | +1.9% | -14.6% | +16.6% | +7.8% |
| 6M | +33.1% | -19.3% | +52.4% | +44.1% |
| YTD | +31.8% | -42.9% | +74.7% | +64.0% |
| 1Y | +48.3% | -43.8% | +92.1% | +85.6% |
| 3Y | +221.5% | +2.1% | +219.4% | +190.1% |
| 5Y | +136.7% | +31.2% | +105.5% | +70.8% |
| 10Y | +1,179.2% | -13.9% | +1,193.1% | +959.2% |
| All | +13,342.5% | +289.4% | +13,053.1% | +4,327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling