+71.9%
TXN vs UPRO
+218.6%
-146.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.7% |
| 7D | +2.7% | -1.3% | +4.0% | +3.2% |
| 30D | -6.7% | -5.0% | -1.7% | -4.6% |
| 3M | -8.9% | +7.5% | -16.4% | -11.9% |
| 6M | +34.7% | +33.2% | +1.5% | +18.0% |
| YTD | +53.3% | +27.7% | +25.6% | +36.2% |
| 1Y | +45.0% | +43.0% | +2.0% | +21.6% |
| All | +71.9% | +218.6% | -146.7% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling