+44.3%
UPS vs TFC
+81.3%
-37.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | +17.9% | +7.8% | +10.2% | +14.9% |
| 3M | +9.4% | -3.0% | +12.4% | +10.5% |
| 6M | +16.2% | +5.8% | +10.4% | +13.5% |
| YTD | +18.8% | +5.3% | +13.5% | +16.2% |
| 1Y | +26.1% | +15.7% | +10.4% | +19.5% |
| 3Y | -4.5% | +94.8% | -99.3% | -25.3% |
| 5Y | -33.2% | 0.0% | -33.3% | -36.3% |
| 10Y | +44.3% | +79.0% | -34.7% | +12.6% |
| All | +44.3% | +81.3% | -37.0% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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