+1,110.0%
UPRO vs TXT
+90.9%
+1,019.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +1.0% |
| 7D | +9.7% | -1.1% | +10.7% | +10.8% |
| 30D | -9.8% | +13.3% | -23.0% | -22.4% |
| 3M | -9.1% | -5.1% | -4.0% | -6.0% |
| 6M | +0.9% | -7.1% | +8.0% | +5.2% |
| YTD | +21.9% | -3.2% | +25.1% | +18.8% |
| 1Y | +19.8% | +2.3% | +17.5% | +9.7% |
| 3Y | +227.4% | +11.1% | +216.3% | +172.5% |
| 5Y | +100.1% | +10.0% | +90.1% | +79.0% |
| All | +1,110.0% | +90.9% | +1,019.1% | +579.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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