+210.5%
UPRO vs TMF
-25.3%
+235.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -8.7% | +1.2% | -9.9% | -8.9% |
| 30D | -16.9% | +19.7% | -36.6% | -19.3% |
| 3M | -15.3% | -2.1% | -13.2% | -15.1% |
| 6M | -5.7% | -13.4% | +7.7% | -3.9% |
| YTD | +12.1% | -16.7% | +28.8% | +14.7% |
| 1Y | +16.4% | -23.3% | +39.8% | +20.1% |
| 3Y | +210.5% | -24.8% | +235.4% | +197.5% |
| All | +210.5% | -25.3% | +235.9% | +197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling