+1,779.8%
TSM vs UPS
+37.9%
+1,741.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +1.0% | -2.0% | +3.0% | +1.7% |
| 30D | +1.0% | -2.0% | +2.9% | +1.6% |
| 3M | +2.9% | -6.2% | +9.1% | +4.8% |
| 6M | +22.8% | +2.8% | +20.0% | +20.4% |
| YTD | +43.3% | +5.9% | +37.4% | +38.5% |
| 1Y | +69.2% | +26.2% | +42.9% | +52.1% |
| 3Y | +404.5% | -26.0% | +430.5% | +439.3% |
| 5Y | +282.2% | -34.3% | +316.5% | +324.4% |
| All | +1,779.8% | +37.9% | +1,741.9% | +1,260.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling