-20.8%
TLT vs UPS
+37.5%
-58.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.1% |
| 7D | -1.6% | -3.4% | +1.8% | -1.8% |
| 30D | -1.3% | -2.7% | +1.4% | -1.5% |
| 3M | -3.7% | -1.6% | -2.1% | -3.8% |
| 6M | -6.4% | +2.3% | -8.7% | -6.1% |
| YTD | -4.5% | +5.6% | -10.0% | -3.9% |
| 1Y | -5.9% | +27.1% | -32.9% | -4.0% |
| 3Y | -2.8% | -26.3% | +23.5% | -4.7% |
| 5Y | -35.1% | -34.5% | -0.6% | -36.7% |
| All | -20.8% | +37.5% | -58.3% | -7.1% |
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