+136.0%
UPRO vs TRMB
-37.5%
+173.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.5% |
| 7D | +1.5% | -0.3% | +1.7% | +1.8% |
| 30D | -3.7% | -1.2% | -2.5% | -3.0% |
| 3M | +8.0% | +9.6% | -1.6% | -4.4% |
| 6M | +38.7% | -16.1% | +54.8% | +63.0% |
| YTD | +29.5% | -25.0% | +54.5% | +70.7% |
| 1Y | +46.1% | -27.7% | +73.8% | +99.8% |
| 3Y | +229.1% | +15.3% | +213.8% | +157.3% |
| 5Y | +136.0% | -37.4% | +173.4% | +322.3% |
| All | +136.0% | -37.5% | +173.5% | +322.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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