+233.0%
UPRO vs TLN
+683.0%
-450.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.2% | -0.3% | +4.3% |
| 7D | -0.9% | +9.1% | -9.9% | -4.3% |
| 30D | -11.4% | -4.1% | -7.4% | -10.5% |
| 3M | -10.9% | +4.4% | -15.3% | -13.6% |
| 6M | -0.5% | -6.0% | +5.5% | -0.8% |
| YTD | +19.9% | -3.1% | +23.0% | +15.6% |
| 1Y | +24.2% | -6.1% | +30.3% | +20.8% |
| 3Y | +236.9% | +575.3% | -338.4% | +49.7% |
| All | +233.0% | +683.0% | -450.1% | +47.8% |
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