+227.0%
UPS vs TECH
+1,712.2%
-1,485.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -3.5% | +0.7% | -4.2% | -3.6% |
| 3M | -5.7% | +36.3% | -42.1% | -11.8% |
| 6M | -4.4% | +25.6% | -29.9% | -9.9% |
| YTD | +8.0% | +23.7% | -15.7% | +1.9% |
| 1Y | +29.0% | +37.6% | -8.6% | +18.6% |
| 3Y | -27.7% | -6.6% | -21.1% | -29.6% |
| 5Y | -34.3% | -42.2% | +7.9% | -30.9% |
| 10Y | +37.8% | +187.6% | -149.8% | +7.6% |
| All | +227.0% | +1,712.2% | -1,485.2% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling