+1,071.1%
UPRO vs TMF
-82.2%
+1,153.3%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.8% |
| 7D | -2.9% | -1.1% | -1.8% | -3.0% |
| 30D | -12.4% | +11.8% | -24.2% | -10.6% |
| 3M | -11.9% | -4.0% | -7.8% | -12.4% |
| 6M | -1.7% | -16.5% | +14.9% | -4.7% |
| YTD | +18.5% | -19.9% | +38.4% | +14.0% |
| 1Y | +17.5% | -25.6% | +43.1% | +11.4% |
| 3Y | +218.4% | -29.9% | +248.2% | +205.6% |
| 5Y | +99.1% | -88.2% | +187.4% | -1.5% |
| 10Y | +1,071.1% | -81.7% | +1,152.8% | +771.4% |
| All | +1,071.1% | -82.2% | +1,153.3% | +771.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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