-12.2%
TLT vs UPS
+41.3%
-53.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -1.6% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | +2.2% | +16.4% | -14.3% | +3.0% |
| 3M | -1.7% | +7.9% | -9.7% | -1.3% |
| 6M | -4.0% | +15.8% | -19.8% | -3.0% |
| YTD | -4.9% | +16.6% | -21.5% | -3.9% |
| 1Y | -7.4% | +22.3% | -29.7% | -6.0% |
| 3Y | +3.0% | -6.2% | +9.3% | +3.1% |
| 5Y | -35.1% | -34.4% | -0.7% | -37.3% |
| All | -12.2% | +41.3% | -53.5% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling