+474.9%
UPRO vs TW
+294.9%
+180.0%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.3% |
| 7D | -3.8% | +2.8% | -6.6% | -5.8% |
| 30D | -8.9% | +18.1% | -26.9% | -20.2% |
| 3M | -7.4% | +25.2% | -32.7% | -23.1% |
| 6M | +1.6% | +19.1% | -17.6% | -15.1% |
| YTD | +23.2% | +21.9% | +1.3% | -1.9% |
| 1Y | +21.2% | +18.9% | +2.3% | -1.5% |
| 3Y | +230.8% | +41.7% | +189.1% | +115.9% |
| 5Y | +106.7% | +40.4% | +66.3% | +34.5% |
| All | +474.9% | +294.9% | +180.0% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling