+167.6%
UPS vs TEL
+723.0%
-555.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -2.9% | +3.0% | -5.8% | -4.1% |
| 30D | -3.5% | -3.9% | +0.4% | -2.2% |
| 3M | -5.7% | -5.1% | -0.6% | -4.3% |
| 6M | -4.4% | +0.6% | -5.0% | -5.8% |
| YTD | +8.0% | -7.3% | +15.3% | +9.3% |
| 1Y | +29.0% | +1.1% | +27.9% | +25.3% |
| 3Y | -27.7% | +63.7% | -91.4% | -43.3% |
| 5Y | -34.3% | +50.7% | -85.0% | -47.3% |
| 10Y | +37.8% | +290.2% | -252.4% | -26.5% |
| All | +167.6% | +723.0% | -555.5% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling