+20.8%
TMUS vs UPS
-7.8%
+28.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.7% | +3.9% |
| 7D | +5.3% | +1.1% | +4.2% | +5.2% |
| 30D | +13.5% | +17.3% | -3.8% | +12.2% |
| 3M | -4.2% | +7.9% | -12.1% | -4.8% |
| 6M | -11.9% | +13.7% | -25.6% | -12.9% |
| YTD | -15.6% | +17.2% | -32.7% | -16.9% |
| 1Y | -16.8% | +23.2% | -40.0% | -18.5% |
| 3Y | +20.8% | -5.9% | +26.7% | +22.3% |
| All | +20.8% | -7.8% | +28.6% | +22.3% |
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 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