+139.2%
UPRO vs TMF
-87.5%
+226.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | -0.9% | -2.8% | +1.9% | -0.6% |
| 3M | +1.9% | -10.9% | +12.8% | +3.0% |
| 6M | +33.1% | -21.3% | +54.4% | +35.8% |
| YTD | +31.8% | -15.9% | +47.7% | +33.7% |
| 1Y | +48.3% | -15.7% | +64.0% | +50.2% |
| 3Y | +221.5% | -43.4% | +264.8% | +226.5% |
| All | +139.2% | -87.5% | +226.7% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling