+27.1%
UPS vs TEM
-28.1%
+55.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.0% |
| 7D | -3.4% | -9.2% | +5.7% | -2.8% |
| 30D | -2.7% | +5.5% | -8.2% | -3.4% |
| 3M | -1.6% | +18.7% | -20.4% | -3.5% |
| 6M | +2.3% | +15.4% | -13.1% | -0.2% |
| YTD | +5.6% | -0.5% | +6.1% | +3.7% |
| 1Y | +27.1% | -24.8% | +51.9% | +24.4% |
| All | +27.1% | -28.1% | +55.2% | +24.4% |
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 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