+3.2%
TJX vs UPS
+29.9%
-26.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.5% | +4.8% |
| 7D | +4.6% | +8.2% | -3.6% | +4.1% |
| 30D | +7.7% | +22.7% | -15.0% | +6.5% |
| 3M | -7.8% | +6.4% | -14.3% | -8.1% |
| 6M | -5.8% | +22.6% | -28.4% | -8.4% |
| YTD | -4.9% | +20.7% | -25.6% | -8.1% |
| 1Y | +3.2% | +30.6% | -27.5% | -1.4% |
| All | +3.2% | +29.9% | -26.8% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling