-33.5%
UPS vs TE
-43.0%
+9.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.1% |
| 7D | -3.7% | +15.0% | -18.7% | -4.4% |
| 30D | -3.7% | -7.5% | +3.8% | -3.5% |
| 3M | -6.6% | -42.0% | +35.4% | -4.9% |
| 6M | +2.6% | -31.4% | +34.0% | +2.4% |
| YTD | +4.8% | -26.5% | +31.3% | +3.4% |
| 1Y | +25.3% | +153.1% | -127.8% | +12.0% |
| 3Y | -26.9% | -20.7% | -6.2% | -32.5% |
| 5Y | -33.5% | -45.4% | +11.9% | -36.5% |
| All | -33.5% | -43.0% | +9.5% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling