+239.5%
T vs UPS
+270.5%
-31.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.2% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | -2.9% | +16.4% | -19.4% | -7.6% |
| 3M | -7.5% | +7.9% | -15.4% | -9.9% |
| 6M | -9.9% | +15.8% | -25.7% | -14.8% |
| YTD | -6.4% | +16.6% | -23.0% | -12.5% |
| 1Y | -9.4% | +22.3% | -31.7% | -16.7% |
| 3Y | +64.9% | -6.2% | +71.1% | +60.1% |
| 5Y | +57.0% | -34.4% | +91.4% | +69.3% |
| 10Y | +60.8% | +41.7% | +19.1% | +20.0% |
| All | +239.5% | +270.5% | -31.0% | +64.5% |
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