+224.4%
UPRO vs TKO
+154.2%
+70.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | +7.4% | +2.3% | +5.1% | +6.3% |
| 30D | -7.9% | +13.4% | -21.3% | -12.8% |
| 3M | -12.0% | -1.7% | -10.3% | -11.5% |
| 6M | -2.0% | +7.2% | -9.2% | -6.9% |
| YTD | +20.4% | -5.4% | +25.8% | +21.1% |
| 1Y | +24.5% | +8.7% | +15.8% | +15.7% |
| 3Y | +224.4% | +150.4% | +73.9% | +130.5% |
| All | +224.4% | +154.2% | +70.1% | +130.5% |
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