+84.4%
TSM vs UPS
+27.3%
+57.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.1% |
| 7D | +2.7% | -2.9% | +5.6% | +3.4% |
| 30D | +3.6% | -3.5% | +7.1% | +4.4% |
| 3M | -3.4% | -5.7% | +2.3% | -2.4% |
| 6M | +20.6% | -4.4% | +25.0% | +19.1% |
| YTD | +41.9% | +8.0% | +33.8% | +37.2% |
| 1Y | +84.4% | +29.0% | +55.3% | +69.9% |
| All | +84.4% | +27.3% | +57.1% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling