+43.1%
TJX vs UPS
-26.3%
+69.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.6% | -2.0% | -2.6% | -4.4% |
| 30D | -17.2% | -2.0% | -15.2% | -17.0% |
| 3M | -24.9% | -6.2% | -18.7% | -24.6% |
| 6M | -19.7% | +2.8% | -22.4% | -20.3% |
| YTD | -17.2% | +5.9% | -23.1% | -18.2% |
| 1Y | -9.4% | +26.2% | -35.7% | -12.4% |
| 3Y | +43.1% | -26.0% | +69.1% | +44.9% |
| All | +43.1% | -26.3% | +69.4% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling