+224.4%
UPRO vs TLN
+580.6%
-356.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -0.2% |
| 7D | +7.4% | +11.0% | -3.6% | +3.4% |
| 30D | -7.9% | +4.9% | -12.8% | -9.9% |
| 3M | -12.0% | +4.9% | -16.9% | -14.7% |
| 6M | -2.0% | +7.1% | -9.1% | -6.8% |
| YTD | +20.4% | +0.3% | +20.1% | +14.6% |
| 1Y | +24.5% | +5.9% | +18.6% | +15.6% |
| 3Y | +224.4% | +578.5% | -354.1% | +61.1% |
| All | +224.4% | +580.6% | -356.2% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling