+5,909.1%
TSM vs UPS
+243.4%
+5,665.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.5% |
| 7D | +2.7% | -2.9% | +5.6% | +4.4% |
| 30D | +3.6% | -3.5% | +7.1% | +5.5% |
| 3M | -3.4% | -5.7% | +2.3% | -1.0% |
| 6M | +20.6% | -4.4% | +25.0% | +21.7% |
| YTD | +41.9% | +8.0% | +33.8% | +33.1% |
| 1Y | +84.4% | +29.0% | +55.3% | +55.2% |
| 3Y | +380.2% | -27.7% | +407.9% | +433.7% |
| 5Y | +275.3% | -34.3% | +309.7% | +330.2% |
| 10Y | +1,751.4% | +37.8% | +1,713.6% | +1,075.8% |
| All | +5,909.1% | +243.4% | +5,665.8% | +1,638.1% |
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