+218.4%
UPRO vs TMF
-30.8%
+249.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.6% |
| 7D | -2.9% | -1.1% | -1.8% | -2.7% |
| 30D | -12.4% | +11.8% | -24.2% | -14.0% |
| 3M | -11.9% | -4.0% | -7.8% | -11.4% |
| 6M | -1.7% | -16.5% | +14.9% | +0.7% |
| YTD | +18.5% | -19.9% | +38.4% | +21.9% |
| 1Y | +17.5% | -25.6% | +43.1% | +21.6% |
| 3Y | +218.4% | -29.9% | +248.2% | +216.8% |
| All | +218.4% | -30.8% | +249.1% | +216.8% |
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