+285.0%
TSM vs UPS
-35.0%
+319.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.4% |
| 7D | +4.8% | -3.7% | +8.5% | +6.1% |
| 30D | +4.0% | -3.7% | +7.8% | +5.3% |
| 3M | +2.0% | -6.6% | +8.5% | +3.8% |
| 6M | +25.5% | +2.6% | +22.9% | +23.2% |
| YTD | +44.0% | +4.8% | +39.2% | +39.8% |
| 1Y | +75.4% | +25.3% | +50.1% | +58.9% |
| 3Y | +406.7% | -26.9% | +433.6% | +441.2% |
| 5Y | +285.0% | -33.5% | +318.5% | +323.5% |
| All | +285.0% | -35.0% | +319.9% | +323.5% |
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 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