+13,114.2%
UPRO vs TKO
+2,600.7%
+10,513.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.7% | -4.1% |
| 7D | +1.5% | +7.2% | -5.7% | -2.1% |
| 30D | -3.7% | +4.7% | -8.4% | -6.2% |
| 3M | +8.0% | -3.2% | +11.2% | +8.4% |
| 6M | +38.7% | -2.9% | +41.5% | +38.7% |
| YTD | +29.5% | -5.8% | +35.4% | +30.6% |
| 1Y | +46.1% | -1.1% | +47.1% | +43.0% |
| 3Y | +229.1% | +111.1% | +118.0% | +116.8% |
| 5Y | +136.0% | +315.6% | -179.6% | +8.9% |
| 10Y | +1,155.3% | +978.5% | +176.8% | +272.7% |
| All | +13,114.2% | +2,600.7% | +10,513.5% | +1,233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TKO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling