+2,126.7%
TXN vs UPRO
+13,044.5%
-10,917.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.4% |
| 7D | +9.5% | +7.4% | +2.0% | +6.4% |
| 30D | +8.7% | -7.9% | +16.6% | +12.3% |
| 3M | +11.6% | -12.0% | +23.6% | +17.2% |
| 6M | +0.1% | -2.0% | +2.1% | +0.9% |
| YTD | +78.8% | +20.4% | +58.4% | +65.0% |
| 1Y | +91.2% | +24.5% | +66.7% | +74.0% |
| 3Y | +125.8% | +224.4% | -98.5% | +35.8% |
| 5Y | +83.8% | +97.6% | -13.8% | +22.9% |
| 10Y | +469.9% | +1,097.3% | -627.5% | +60.5% |
| All | +2,126.7% | +13,044.5% | -10,917.8% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling