+25.9%
UPS vs TE
+147.6%
-121.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.5% | +0.8% |
| 7D | -3.4% | +0.9% | -4.3% | -3.4% |
| 30D | -2.7% | -16.3% | +13.5% | -2.7% |
| 3M | -1.6% | -40.8% | +39.1% | -2.1% |
| 6M | +2.3% | -42.6% | +44.9% | +2.2% |
| YTD | +5.6% | -31.4% | +37.0% | +6.2% |
| All | +25.9% | +147.6% | -121.7% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling