+229.1%
UPRO vs TW
+21.9%
+207.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.7% |
| 7D | +1.5% | -3.5% | +4.9% | +2.6% |
| 30D | -3.7% | +0.5% | -4.2% | -4.0% |
| 3M | +8.0% | +4.9% | +3.0% | +4.7% |
| 6M | +38.7% | -17.1% | +55.8% | +48.7% |
| YTD | +29.5% | -3.9% | +33.4% | +28.0% |
| 1Y | +46.1% | -13.3% | +59.3% | +53.0% |
| 3Y | +229.1% | +20.9% | +208.2% | +207.8% |
| All | +229.1% | +21.9% | +207.2% | +207.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling