+29.8%
UPRO vs TW
+20.8%
+9.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +5.0% |
| 7D | -2.6% | +6.0% | -8.6% | -1.8% |
| 30D | -4.3% | +18.6% | -22.9% | -2.2% |
| 3M | -4.3% | +26.5% | -30.8% | -1.3% |
| 6M | +14.7% | +13.1% | +1.6% | +18.2% |
| YTD | +28.0% | +18.5% | +9.5% | +33.0% |
| 1Y | +29.8% | +21.7% | +8.1% | +35.0% |
| All | +29.8% | +20.8% | +9.1% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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