+485.2%
UPRO vs TW
+209.8%
+275.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.5% |
| 7D | -6.0% | -2.7% | -3.3% | -4.0% |
| 30D | -5.8% | -1.7% | -4.0% | -4.7% |
| 3M | +10.8% | +1.6% | +9.2% | +6.2% |
| 6M | +31.6% | -17.7% | +49.3% | +47.5% |
| YTD | +25.4% | -4.3% | +29.7% | +21.5% |
| 1Y | +39.2% | -13.1% | +52.4% | +45.6% |
| 3Y | +218.5% | +20.3% | +198.2% | +133.7% |
| 5Y | +137.1% | +22.0% | +115.1% | +70.7% |
| All | +485.2% | +209.8% | +275.4% | +127.6% |
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