-15.4%
UPS vs TEM
+46.9%
-62.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.0% |
| 7D | -3.4% | -9.2% | +5.7% | -2.9% |
| 30D | -2.7% | +5.5% | -8.2% | -3.3% |
| 3M | -1.6% | +18.7% | -20.4% | -3.0% |
| 6M | +2.3% | +15.4% | -13.1% | +0.7% |
| YTD | +5.6% | -0.5% | +6.1% | +4.5% |
| 1Y | +27.1% | -24.8% | +51.9% | +27.0% |
| All | -15.4% | +46.9% | -62.3% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling