+614.2%
TEAM vs UPS
+67.9%
+546.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.2% |
| 7D | -2.4% | +3.8% | -6.2% | -3.9% |
| 30D | -26.7% | +17.4% | -44.1% | -31.3% |
| 3M | -9.6% | +8.2% | -17.8% | -12.6% |
| 6M | +86.0% | +17.9% | +68.1% | +72.7% |
| YTD | -7.5% | +18.7% | -26.2% | -16.2% |
| 1Y | -1.4% | +24.8% | -26.2% | -12.8% |
| 3Y | -14.3% | -4.5% | -9.8% | -17.6% |
| 5Y | -66.3% | -33.2% | -33.1% | -61.7% |
| 10Y | +445.6% | +44.2% | +401.4% | +337.9% |
| All | +614.2% | +67.9% | +546.4% | +439.8% |
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