+320.5%
TMUS vs UPS
+177.4%
+143.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.9% |
| 7D | +0.1% | -2.9% | +3.0% | +1.4% |
| 30D | +5.3% | -3.5% | +8.8% | +6.8% |
| 3M | +3.1% | -5.7% | +8.8% | +5.1% |
| 6M | -16.5% | -4.4% | -12.1% | -16.2% |
| YTD | -9.2% | +8.0% | -17.2% | -14.2% |
| 1Y | -26.5% | +29.0% | -55.5% | -36.5% |
| 3Y | +39.0% | -27.7% | +66.7% | +51.3% |
| 5Y | +40.4% | -34.3% | +74.7% | +53.6% |
| 10Y | +303.7% | +37.8% | +265.9% | +147.1% |
| All | +320.5% | +177.4% | +143.1% | +59.3% |
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 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