+29.0%
UPS vs TEM
-15.5%
+44.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.9% | +0.9% | -3.8% | -2.9% |
| 30D | -3.5% | +38.4% | -41.9% | -6.0% |
| 3M | -5.7% | +23.7% | -29.4% | -7.7% |
| 6M | -4.4% | +26.0% | -30.4% | -7.3% |
| YTD | +8.0% | +9.4% | -1.4% | +5.5% |
| 1Y | +29.0% | -17.3% | +46.3% | +25.2% |
| All | +29.0% | -15.5% | +44.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling