+239.5%
T vs UPS
+277.3%
-37.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | +2.5% | +3.8% | -1.2% | +1.3% |
| 30D | -3.8% | +17.4% | -21.1% | -8.7% |
| 3M | -8.7% | +8.2% | -16.9% | -11.2% |
| 6M | -8.1% | +17.9% | -26.1% | -13.6% |
| YTD | -6.4% | +18.7% | -25.1% | -13.0% |
| 1Y | -9.8% | +24.8% | -34.6% | -17.6% |
| 3Y | +65.5% | -4.5% | +70.0% | +59.8% |
| 5Y | +57.0% | -33.2% | +90.2% | +68.3% |
| 10Y | +60.8% | +44.2% | +16.6% | +19.3% |
| All | +239.5% | +277.3% | -37.8% | +63.6% |
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