+791.6%
TXN vs UPS
+233.0%
+558.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.7% |
| 7D | +2.7% | -3.7% | +6.3% | +4.8% |
| 30D | -6.7% | -3.7% | -3.0% | -4.8% |
| 3M | -8.9% | -6.6% | -2.4% | -6.0% |
| 6M | +34.7% | +2.6% | +32.1% | +31.3% |
| YTD | +53.3% | +4.8% | +48.5% | +46.9% |
| 1Y | +45.0% | +25.3% | +19.8% | +24.5% |
| 3Y | +73.1% | -26.9% | +100.0% | +95.1% |
| 5Y | +59.9% | -33.5% | +93.4% | +85.8% |
| 10Y | +415.7% | +36.1% | +379.6% | +256.2% |
| All | +791.6% | +233.0% | +558.6% | +219.3% |
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