+2.8%
TLT vs UPS
-4.2%
+7.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.5% |
| 7D | -3.1% | +3.8% | -6.9% | -3.3% |
| 30D | +1.0% | +17.4% | -16.3% | +0.3% |
| 3M | -2.7% | +8.2% | -10.9% | -3.2% |
| 6M | -4.1% | +17.9% | -22.1% | -5.0% |
| YTD | -5.4% | +18.7% | -24.1% | -6.3% |
| 1Y | -7.0% | +24.8% | -31.8% | -8.1% |
| 3Y | +2.8% | -4.5% | +7.4% | +2.1% |
| All | +2.8% | -4.2% | +7.0% | +2.1% |
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 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