+24.5%
UPRO vs TMF
-30.5%
+55.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.7% |
| 7D | +7.4% | -9.3% | +16.7% | +11.4% |
| 30D | -7.9% | +1.9% | -9.8% | -9.4% |
| 3M | -12.0% | -11.2% | -0.8% | -7.4% |
| 6M | -2.0% | -17.7% | +15.8% | +6.6% |
| YTD | +20.4% | -24.5% | +44.8% | +34.3% |
| 1Y | +24.5% | -29.4% | +53.9% | +44.0% |
| All | +24.5% | -30.5% | +55.0% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling