+502.2%
UPRO vs TENB
+3.0%
+499.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +0.1% | -9.1% | +9.1% | +5.4% |
| 30D | -0.9% | -4.9% | +4.0% | +0.4% |
| 3M | +1.9% | +16.9% | -15.0% | -11.1% |
| 6M | +33.1% | +68.0% | -34.9% | -10.0% |
| YTD | +31.8% | +45.6% | -13.8% | -4.4% |
| 1Y | +48.3% | +12.7% | +35.5% | +25.9% |
| 3Y | +221.5% | -24.4% | +245.9% | +240.0% |
| 5Y | +136.7% | -26.7% | +163.5% | +137.5% |
| All | +502.2% | +3.0% | +499.2% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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