+188.4%
UPS vs TCOM
+2,694.8%
-2,506.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -2.9% | -9.5% | +6.6% | -1.8% |
| 30D | -3.5% | -10.7% | +7.2% | -2.3% |
| 3M | -5.7% | -14.6% | +8.9% | -4.3% |
| 6M | -4.4% | -19.3% | +15.0% | -2.3% |
| YTD | +8.0% | -42.9% | +51.0% | +14.5% |
| 1Y | +29.0% | -43.8% | +72.8% | +36.9% |
| 3Y | -27.7% | +2.1% | -29.8% | -30.1% |
| 5Y | -34.3% | +31.2% | -65.6% | -40.7% |
| 10Y | +37.8% | -13.9% | +51.7% | +25.6% |
| All | +188.4% | +2,694.8% | -2,506.4% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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