-34.5%
UPS vs TENB
-32.3%
-2.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.6% | +1.5% |
| 7D | -3.4% | -7.1% | +3.7% | -2.3% |
| 30D | -2.7% | -15.4% | +12.6% | -0.5% |
| 3M | -1.6% | +19.5% | -21.2% | -5.7% |
| 6M | +2.3% | +54.8% | -52.5% | -6.9% |
| YTD | +5.6% | +36.1% | -30.6% | -2.2% |
| 1Y | +27.1% | +7.0% | +20.1% | +23.4% |
| 3Y | -26.3% | -27.6% | +1.3% | -24.5% |
| 5Y | -34.5% | -30.5% | -4.0% | -35.5% |
| All | -34.5% | -32.3% | -2.2% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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