+1,186.4%
UPRO vs TKO
+989.7%
+196.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.2% |
| 7D | -2.5% | +2.3% | -4.9% | -3.9% |
| 30D | -4.2% | -2.5% | -1.8% | -3.2% |
| 3M | +8.1% | -10.6% | +18.7% | +13.5% |
| 6M | +35.2% | -5.1% | +40.3% | +36.8% |
| YTD | +28.4% | -8.2% | +36.7% | +31.3% |
| 1Y | +39.3% | -4.4% | +43.7% | +38.4% |
| 3Y | +219.9% | +100.4% | +119.5% | +102.1% |
| 5Y | +142.8% | +294.3% | -151.5% | -1.6% |
| All | +1,186.4% | +989.7% | +196.8% | +253.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling