+16.4%
UPRO vs TMF
-22.9%
+39.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -8.7% | +1.2% | -9.9% | -9.2% |
| 30D | -16.9% | +19.7% | -36.6% | -23.8% |
| 3M | -15.3% | -2.1% | -13.2% | -14.1% |
| 6M | -5.7% | -13.4% | +7.7% | +1.1% |
| YTD | +12.1% | -16.7% | +28.8% | +20.7% |
| 1Y | +16.4% | -23.3% | +39.8% | +31.9% |
| All | +16.4% | -22.9% | +39.3% | +31.9% |
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 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