+1,232.5%
UPRO vs TD
+295.5%
+937.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | +0.4% |
| 7D | -1.3% | -1.9% | +0.6% | +1.8% |
| 30D | -5.0% | -1.6% | -3.4% | -2.8% |
| 3M | +7.5% | +4.6% | +2.9% | -0.8% |
| 6M | +33.2% | +26.8% | +6.4% | -10.0% |
| YTD | +27.7% | +28.3% | -0.6% | -15.6% |
| 1Y | +43.0% | +60.4% | -17.4% | -34.6% |
| 3Y | +224.4% | +125.7% | +98.7% | -19.0% |
| 5Y | +135.9% | +122.4% | +13.5% | -36.0% |
| 10Y | +1,232.5% | +297.1% | +935.4% | +87.5% |
| All | +1,232.5% | +295.5% | +937.0% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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