+290.8%
TMUS vs UPS
+200.9%
+89.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.7% | +3.1% |
| 7D | +5.3% | +1.1% | +4.2% | +4.8% |
| 30D | +13.5% | +17.3% | -3.8% | +5.7% |
| 3M | -4.2% | +7.9% | -12.1% | -7.7% |
| 6M | -11.9% | +13.7% | -25.6% | -17.9% |
| YTD | -15.6% | +17.2% | -32.7% | -23.3% |
| 1Y | -16.8% | +23.2% | -40.0% | -26.4% |
| 3Y | +20.8% | -5.9% | +26.7% | +15.0% |
| 5Y | +48.0% | -33.1% | +81.1% | +62.3% |
| 10Y | +234.7% | +44.3% | +190.4% | +102.1% |
| All | +290.8% | +200.9% | +89.9% | +42.4% |
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