-32.7%
UPS vs TECH
-41.0%
+8.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +3.8% | +0.1% | +3.6% | +3.7% |
| 30D | +17.4% | +0.5% | +16.8% | +17.2% |
| 3M | +8.2% | +1.1% | +7.1% | +7.9% |
| 6M | +17.9% | +62.8% | -44.9% | +2.2% |
| YTD | +18.7% | +24.5% | -5.8% | +9.3% |
| 1Y | +24.8% | +20.6% | +4.2% | +15.9% |
| 3Y | -4.5% | +29.5% | -34.0% | -17.8% |
| All | -32.7% | -41.0% | +8.3% | -30.2% |
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