+141.2%
UPRO vs TDY
+39.0%
+102.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +0.8% |
| 7D | -2.5% | -1.1% | -1.4% | -1.1% |
| 30D | -4.2% | -12.0% | +7.8% | +12.9% |
| 3M | +8.1% | -3.2% | +11.3% | +12.2% |
| 6M | +35.2% | -7.9% | +43.1% | +49.8% |
| YTD | +28.4% | +18.2% | +10.2% | -1.3% |
| 1Y | +39.3% | +6.7% | +32.6% | +22.7% |
| 3Y | +219.9% | +47.5% | +172.3% | +75.3% |
| All | +141.2% | +39.0% | +102.2% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling