+218.1%
UPRO vs TXG
+41.0%
+177.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.2% |
| 7D | -1.3% | +9.1% | -10.5% | -3.9% |
| 30D | -5.0% | +14.9% | -19.9% | -9.2% |
| 3M | +7.5% | +120.0% | -112.5% | -17.0% |
| 6M | +33.2% | +221.8% | -188.6% | -9.7% |
| YTD | +27.7% | +312.6% | -284.9% | -21.0% |
| 1Y | +43.0% | +398.4% | -355.4% | -18.9% |
| All | +218.1% | +41.0% | +177.1% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling