+86.0%
TEAM vs UPS
+18.1%
+67.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.1% |
| 7D | -2.4% | +3.8% | -6.2% | -3.5% |
| 30D | -26.7% | +17.4% | -44.1% | -29.9% |
| 3M | -9.6% | +8.2% | -17.8% | -11.2% |
| 6M | +86.0% | +17.9% | +68.1% | +66.5% |
| All | +86.0% | +18.1% | +67.9% | +66.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling