+42.8%
TMUS vs UPS
-33.7%
+76.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | +0.1% | -2.9% | +3.0% | +0.5% |
| 30D | +5.3% | -3.5% | +8.8% | +5.7% |
| 3M | +3.1% | -5.7% | +8.8% | +3.8% |
| 6M | -16.5% | -4.4% | -12.1% | -16.2% |
| YTD | -9.2% | +8.0% | -17.2% | -10.8% |
| 1Y | -26.5% | +29.0% | -55.5% | -30.1% |
| 3Y | +39.0% | -27.7% | +66.7% | +45.5% |
| All | +42.8% | -33.7% | +76.6% | +47.6% |
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