+13,342.5%
UPRO vs TKO
+2,472.0%
+10,870.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.3% |
| 7D | +0.1% | +0.7% | -0.7% | -0.3% |
| 30D | -0.9% | +1.6% | -2.5% | -1.9% |
| 3M | +1.9% | -7.8% | +9.7% | +4.9% |
| 6M | +33.1% | -13.3% | +46.4% | +41.0% |
| YTD | +31.8% | -10.3% | +42.1% | +36.3% |
| 1Y | +48.3% | -0.6% | +48.9% | +44.9% |
| 3Y | +221.5% | +88.5% | +133.0% | +124.2% |
| 5Y | +136.7% | +284.7% | -148.0% | +13.6% |
| 10Y | +1,179.2% | +905.7% | +273.4% | +292.8% |
| All | +13,342.5% | +2,472.0% | +10,870.5% | +1,291.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling