+135.9%
UPRO vs TXG
-63.6%
+199.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.4% |
| 7D | -1.3% | +9.1% | -10.5% | -4.5% |
| 30D | -5.0% | +14.9% | -19.9% | -10.3% |
| 3M | +7.5% | +120.0% | -112.5% | -22.2% |
| 6M | +33.2% | +221.8% | -188.6% | -18.2% |
| YTD | +27.7% | +312.6% | -284.9% | -30.1% |
| 1Y | +43.0% | +398.4% | -355.4% | -29.8% |
| 3Y | +224.4% | +42.1% | +182.4% | +135.0% |
| 5Y | +135.9% | -63.5% | +199.3% | +129.0% |
| All | +135.9% | -63.6% | +199.5% | +129.0% |
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