-34.5%
TLT vs UPS
-33.1%
-1.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.5% |
| 7D | -3.1% | +3.8% | -6.9% | -3.2% |
| 30D | +1.0% | +17.4% | -16.3% | +0.5% |
| 3M | -2.7% | +8.2% | -10.9% | -3.0% |
| 6M | -4.1% | +17.9% | -22.1% | -4.7% |
| YTD | -5.4% | +18.7% | -24.1% | -5.9% |
| 1Y | -7.0% | +24.8% | -31.8% | -7.7% |
| 3Y | +2.8% | -4.5% | +7.4% | +2.4% |
| All | -34.5% | -33.1% | -1.4% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling