+21.0%
UPRO vs TW
+18.4%
+2.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +4.0% |
| 7D | -3.8% | +2.8% | -6.6% | -3.4% |
| 30D | -8.9% | +18.1% | -26.9% | -6.9% |
| 3M | -7.4% | +25.2% | -32.7% | -4.8% |
| 6M | +1.6% | +19.1% | -17.6% | +4.8% |
| YTD | +23.2% | +21.9% | +1.3% | +28.5% |
| All | +21.0% | +18.4% | +2.7% | +27.0% |
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