-4.9%
UPS vs TEM
+79.0%
-83.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.7% | +7.5% | +2.1% |
| 7D | +3.8% | -5.9% | +9.6% | +4.1% |
| 30D | +17.4% | +4.8% | +12.6% | +16.9% |
| 3M | +8.2% | +31.9% | -23.7% | +5.9% |
| 6M | +17.9% | +56.0% | -38.0% | +14.1% |
| YTD | +18.7% | +21.3% | -2.6% | +15.8% |
| 1Y | +24.8% | +5.4% | +19.4% | +22.5% |
| All | -4.9% | +79.0% | -83.9% | -11.8% |
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