+131.2%
TLT vs UPS
+233.7%
-102.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | 0.0% |
| 7D | -0.4% | -2.9% | +2.5% | -0.8% |
| 30D | -0.6% | -3.5% | +2.9% | -1.0% |
| 3M | -2.7% | -5.7% | +3.0% | -3.3% |
| 6M | -5.6% | -4.4% | -1.3% | -5.9% |
| YTD | -2.8% | +8.0% | -10.8% | -1.5% |
| 1Y | -1.4% | +29.0% | -30.5% | +2.4% |
| 3Y | -1.6% | -27.7% | +26.1% | -5.0% |
| 5Y | -33.8% | -34.3% | +0.5% | -36.5% |
| 10Y | -21.1% | +37.8% | -58.9% | -8.8% |
| All | +131.2% | +233.7% | -102.4% | +244.3% |
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