+1,091.6%
UPRO vs TXT
+115.3%
+976.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.2% | +4.7% | +4.6% |
| 7D | -0.9% | -3.5% | +2.6% | +3.1% |
| 30D | -11.4% | +15.2% | -26.6% | -25.1% |
| 3M | -10.9% | -4.5% | -6.4% | -8.4% |
| 6M | -0.5% | -6.1% | +5.6% | +2.6% |
| YTD | +19.9% | -2.0% | +21.8% | +15.4% |
| 1Y | +24.2% | +4.2% | +20.0% | +11.7% |
| 3Y | +236.9% | +14.4% | +222.6% | +172.2% |
| 5Y | +96.6% | +12.3% | +84.2% | +72.2% |
| 10Y | +1,091.6% | +101.8% | +989.8% | +566.1% |
| All | +1,091.6% | +115.3% | +976.2% | +566.1% |
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