+283.6%
TJX vs UPRO
+1,258.3%
-974.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | -1.0% |
| 7D | -4.6% | -2.5% | -2.0% | -3.9% |
| 30D | -17.2% | -4.2% | -12.9% | -16.2% |
| 3M | -24.9% | +8.1% | -33.0% | -27.0% |
| 6M | -19.7% | +35.2% | -54.9% | -27.5% |
| YTD | -17.2% | +28.4% | -45.6% | -24.5% |
| 1Y | -9.4% | +39.3% | -48.7% | -20.0% |
| 3Y | +43.1% | +219.9% | -176.8% | -8.5% |
| 5Y | +96.7% | +142.8% | -46.1% | +27.1% |
| All | +283.6% | +1,258.3% | -974.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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