+38.8%
TMUS vs UPS
-26.6%
+65.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | -0.3% | -2.1% | +1.9% | -0.1% |
| 30D | +3.1% | -2.3% | +5.4% | +3.3% |
| 3M | +2.4% | -5.2% | +7.6% | +2.7% |
| 6M | -17.1% | +1.4% | -18.5% | -17.4% |
| YTD | -9.1% | +6.1% | -15.2% | -9.9% |
| 1Y | -23.6% | +27.0% | -50.6% | -25.7% |
| 3Y | +38.8% | -25.9% | +64.8% | +44.6% |
| All | +38.8% | -26.6% | +65.4% | +44.6% |
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 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