+317.8%
TMUS vs UPS
+35.1%
+282.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | -5.3% | -3.7% | -1.6% | -4.4% |
| 30D | +0.1% | -3.7% | +3.8% | +1.0% |
| 3M | -0.6% | -6.6% | +5.9% | +0.7% |
| 6M | -17.5% | +2.6% | -20.1% | -18.8% |
| YTD | -11.3% | +4.8% | -16.0% | -13.3% |
| 1Y | -25.4% | +25.3% | -50.7% | -30.8% |
| 3Y | +35.5% | -26.9% | +62.4% | +43.0% |
| 5Y | +41.9% | -33.5% | +75.4% | +50.6% |
| 10Y | +317.8% | +36.1% | +281.7% | +191.2% |
| All | +317.8% | +35.1% | +282.8% | +191.2% |
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