+48.3%
UPRO vs TXG
+372.5%
-324.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.1% | +1.8% | -1.7% | -0.3% |
| 30D | -0.9% | +32.0% | -32.9% | -7.2% |
| 3M | +1.9% | +87.0% | -85.1% | -12.4% |
| 6M | +33.1% | +180.1% | -147.0% | +4.4% |
| YTD | +31.8% | +284.1% | -252.3% | -2.8% |
| 1Y | +48.3% | +361.7% | -313.4% | +4.6% |
| All | +48.3% | +372.5% | -324.2% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling