+212.3%
UPRO vs TKO
+102.0%
+110.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.5% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | -5.8% | -2.6% | -3.2% | -4.9% |
| 3M | +10.8% | -7.8% | +18.6% | +13.7% |
| 6M | +31.6% | -7.0% | +38.6% | +34.1% |
| YTD | +25.4% | -8.5% | +33.9% | +28.0% |
| 1Y | +39.2% | -1.3% | +40.5% | +36.2% |
| All | +212.3% | +102.0% | +110.3% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling