+400.7%
TXN vs UPRO
+1,226.0%
-825.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.3% |
| 7D | +2.0% | -6.0% | +8.0% | +4.5% |
| 30D | -8.0% | -5.8% | -2.2% | -5.8% |
| 3M | -7.8% | +10.8% | -18.6% | -11.4% |
| 6M | +32.4% | +31.6% | +0.8% | +18.1% |
| YTD | +51.7% | +25.4% | +26.3% | +37.4% |
| 1Y | +44.3% | +39.2% | +5.1% | +24.7% |
| 3Y | +71.3% | +218.5% | -147.2% | +1.6% |
| 5Y | +56.4% | +137.1% | -80.6% | -4.2% |
| All | +400.7% | +1,226.0% | -825.3% | +29.4% |
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