-34.6%
UPS vs TECH
-41.8%
+7.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -2.3% | +0.1% | -2.5% | -2.4% |
| 3M | -5.2% | +37.5% | -42.7% | -13.8% |
| 6M | +1.4% | +34.6% | -33.2% | -8.7% |
| YTD | +6.1% | +23.5% | -17.4% | -2.1% |
| 1Y | +27.0% | +34.4% | -7.4% | +13.3% |
| 3Y | -25.9% | +2.3% | -28.2% | -30.7% |
| 5Y | -34.6% | -41.7% | +7.1% | -30.4% |
| All | -34.6% | -41.8% | +7.2% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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