+13,342.5%
UPRO vs TMF
-54.2%
+13,396.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.1% |
| 7D | +0.1% | -1.4% | +1.5% | -0.4% |
| 30D | -0.9% | -2.8% | +1.9% | -1.8% |
| 3M | +1.9% | -10.9% | +12.8% | -2.0% |
| 6M | +33.1% | -21.3% | +54.4% | +22.2% |
| YTD | +31.8% | -15.9% | +47.7% | +24.0% |
| 1Y | +48.3% | -15.7% | +64.0% | +40.0% |
| 3Y | +221.5% | -43.4% | +264.8% | +167.5% |
| 5Y | +136.7% | -87.8% | +224.5% | 0.0% |
| 10Y | +1,179.2% | -86.7% | +1,265.9% | +666.1% |
| All | +13,342.5% | -54.2% | +13,396.7% | +28,415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling