-4.9%
UPS vs TEM
+98.6%
-103.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.3% |
| 7D | -1.6% | +5.1% | -6.7% | -1.9% |
| 30D | +17.9% | +16.8% | +1.1% | +16.8% |
| 3M | +9.4% | +42.6% | -33.2% | +6.7% |
| 6M | +16.2% | +63.9% | -47.7% | +12.1% |
| YTD | +18.8% | +34.5% | -15.8% | +15.3% |
| 1Y | +26.1% | +11.0% | +15.1% | +23.4% |
| All | -4.9% | +98.6% | -103.4% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling