+1,125.0%
UPRO vs TMF
-81.8%
+1,206.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | -3.8% | -3.4% | -0.4% | -4.3% |
| 30D | -8.9% | +11.5% | -20.4% | -7.0% |
| 3M | -7.4% | -4.5% | -2.9% | -8.1% |
| 6M | +1.6% | -15.0% | +16.5% | -1.2% |
| YTD | +23.2% | -19.9% | +43.0% | +18.5% |
| 1Y | +21.2% | -26.6% | +47.8% | +14.6% |
| 3Y | +230.8% | -29.8% | +260.6% | +217.5% |
| 5Y | +106.7% | -88.2% | +194.9% | +2.4% |
| 10Y | +1,125.0% | -81.4% | +1,206.4% | +809.9% |
| All | +1,125.0% | -81.8% | +1,206.8% | +809.9% |
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