+24.5%
UPRO vs TSLQ
-32.4%
+56.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -5.0% | -0.2% |
| 7D | +7.4% | -16.8% | +24.3% | +2.5% |
| 30D | -7.9% | -18.0% | +10.1% | -10.6% |
| 3M | -12.0% | -34.5% | +22.5% | -18.2% |
| 6M | -2.0% | -8.9% | +7.0% | +4.9% |
| YTD | +20.4% | -19.0% | +39.4% | +26.2% |
| 1Y | +24.5% | -38.2% | +62.7% | +23.7% |
| All | +24.5% | -32.4% | +56.9% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling