+162.8%
UPS vs TEL
+708.6%
-545.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | -2.1% | -1.4% | -0.7% | -1.6% |
| 30D | -2.3% | -4.9% | +2.6% | -0.6% |
| 3M | -5.2% | +0.1% | -5.3% | -5.8% |
| 6M | +1.4% | +0.4% | +1.1% | 0.0% |
| YTD | +6.1% | -8.9% | +15.0% | +8.1% |
| 1Y | +27.0% | -0.3% | +27.3% | +24.0% |
| 3Y | -25.9% | +67.6% | -93.5% | -42.5% |
| 5Y | -34.6% | +50.7% | -85.3% | -47.5% |
| 10Y | +36.2% | +288.6% | -252.5% | -27.2% |
| All | +162.8% | +708.6% | -545.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling