+288.6%
T vs UPS
+243.4%
+45.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.6% |
| 7D | -1.3% | -2.9% | +1.6% | -0.3% |
| 30D | +11.4% | -3.5% | +14.9% | +12.5% |
| 3M | +14.3% | -5.7% | +20.0% | +15.9% |
| 6M | -9.3% | -4.4% | -4.9% | -9.0% |
| YTD | +7.1% | +8.0% | -0.9% | +2.9% |
| 1Y | -9.1% | +29.0% | -38.1% | -18.0% |
| 3Y | +105.3% | -27.7% | +133.0% | +118.7% |
| 5Y | +66.8% | -34.3% | +101.2% | +78.8% |
| 10Y | +66.8% | +37.8% | +29.0% | +25.3% |
| All | +288.6% | +243.4% | +45.3% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 all: compounded portfolio wealth divided by compounded UPS 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…
all analysis · Full analysis span regression · 6 months rolling