-16.1%
UPS vs TEM
+53.2%
-69.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -1.0% |
| 7D | -3.7% | -1.1% | -2.6% | -3.6% |
| 30D | -3.7% | +11.3% | -15.0% | -4.5% |
| 3M | -6.6% | +25.5% | -32.1% | -8.1% |
| 6M | +2.6% | +17.1% | -14.6% | +0.9% |
| YTD | +4.8% | +3.8% | +1.0% | +3.5% |
| 1Y | +25.3% | -24.4% | +49.6% | +25.2% |
| All | -16.1% | +53.2% | -69.3% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling