+14.8%
UPS vs TE
-53.2%
+68.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.5% | +1.1% |
| 7D | -3.4% | +0.9% | -4.3% | -3.5% |
| 30D | -2.7% | -16.3% | +13.5% | -2.1% |
| 3M | -1.6% | -40.8% | +39.1% | -0.1% |
| 6M | +2.3% | -42.6% | +44.9% | +3.1% |
| YTD | +5.6% | -31.4% | +37.0% | +4.6% |
| 1Y | +27.1% | +144.9% | -117.9% | +14.4% |
| 3Y | -26.3% | -26.0% | -0.3% | -32.2% |
| 5Y | -34.5% | -48.5% | +14.0% | -38.9% |
| All | +14.8% | -53.2% | +68.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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