+100.1%
UPRO vs TXG
-64.9%
+165.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.7% | +0.7% |
| 7D | +9.7% | +1.8% | +7.9% | +8.9% |
| 30D | -9.8% | -17.7% | +7.9% | -3.9% |
| 3M | -9.1% | +2.3% | -11.4% | -13.1% |
| 6M | +0.9% | +182.5% | -181.6% | -36.5% |
| YTD | +21.9% | +262.4% | -240.5% | -32.5% |
| 1Y | +19.8% | +254.1% | -234.3% | -33.7% |
| 3Y | +227.4% | +66.6% | +160.8% | +112.5% |
| 5Y | +100.1% | -64.5% | +164.6% | +106.6% |
| All | +100.1% | -64.9% | +165.0% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling