+427.6%
UPRO vs TXG
+22.9%
+404.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.3% |
| 7D | -6.0% | +5.0% | -11.0% | -7.8% |
| 30D | -5.8% | +13.5% | -19.3% | -10.7% |
| 3M | +10.8% | +128.0% | -117.2% | -21.2% |
| 6M | +31.6% | +224.4% | -192.9% | -19.9% |
| YTD | +25.4% | +307.0% | -281.6% | -31.3% |
| 1Y | +39.2% | +427.2% | -388.0% | -33.4% |
| 3Y | +218.5% | +40.2% | +178.3% | +128.9% |
| 5Y | +137.1% | -64.0% | +201.1% | +157.3% |
| All | +427.6% | +22.9% | +404.7% | +191.3% |
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