+5,962.3%
TJX vs UPS
+235.6%
+5,726.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.1% |
| 7D | -4.4% | -3.4% | -1.0% | -3.0% |
| 30D | -18.6% | -2.7% | -15.8% | -17.7% |
| 3M | -24.4% | -1.6% | -22.7% | -24.4% |
| 6M | -20.2% | +2.3% | -22.6% | -22.1% |
| YTD | -16.9% | +5.6% | -22.5% | -20.3% |
| 1Y | -8.5% | +27.1% | -35.6% | -19.3% |
| 3Y | +43.7% | -26.3% | +70.0% | +53.4% |
| 5Y | +97.3% | -34.5% | +131.8% | +116.4% |
| 10Y | +289.0% | +37.1% | +251.9% | +179.5% |
| All | +5,962.3% | +235.6% | +5,726.8% | +2,465.0% |
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