+97.3%
TJX vs UPRO
+128.3%
-31.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.6% |
| 7D | -4.4% | -6.0% | +1.6% | -3.1% |
| 30D | -18.6% | -5.8% | -12.8% | -17.5% |
| 3M | -24.4% | +10.8% | -35.2% | -26.4% |
| 6M | -20.2% | +31.6% | -51.8% | -25.9% |
| YTD | -16.9% | +25.4% | -42.3% | -22.3% |
| 1Y | -8.5% | +39.2% | -47.8% | -17.0% |
| 3Y | +43.7% | +218.5% | -174.8% | -0.3% |
| 5Y | +97.3% | +137.1% | -39.7% | +42.0% |
| All | +97.3% | +128.3% | -31.0% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling