+259.8%
UPRO vs TLN
+602.5%
-342.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.7% |
| 7D | +1.5% | +10.9% | -9.4% | -2.5% |
| 30D | -3.7% | -6.3% | +2.6% | -1.8% |
| 3M | +8.0% | -10.7% | +18.7% | +11.1% |
| 6M | +38.7% | +1.6% | +37.0% | +34.4% |
| YTD | +29.5% | -13.1% | +42.6% | +31.4% |
| 1Y | +46.1% | -15.1% | +61.1% | +48.7% |
| 3Y | +229.1% | +495.0% | -265.9% | +55.3% |
| All | +259.8% | +602.5% | -342.6% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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