+406.6%
UPRO vs TXG
+7.8%
+398.8%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +7.4% | -1.8% | +9.3% | +8.1% |
| 30D | -7.9% | -20.4% | +12.5% | -0.6% |
| 3M | -12.0% | +0.1% | -12.1% | -15.1% |
| 6M | -2.0% | +176.2% | -178.1% | -37.7% |
| YTD | +20.4% | +256.8% | -236.4% | -32.7% |
| 1Y | +24.5% | +255.9% | -231.4% | -31.0% |
| 3Y | +224.4% | +60.2% | +164.2% | +113.8% |
| 5Y | +97.6% | -65.1% | +162.7% | +112.3% |
| All | +406.6% | +7.8% | +398.8% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling