+36.1%
UPS vs TFC
+97.4%
-61.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -3.7% | -1.3% | -2.4% | -3.2% |
| 30D | -3.7% | -2.3% | -1.4% | -3.0% |
| 3M | -6.6% | +2.5% | -9.0% | -7.5% |
| 6M | +2.6% | +9.5% | -6.9% | -0.9% |
| YTD | +4.8% | +5.1% | -0.3% | +2.7% |
| 1Y | +25.3% | +15.5% | +9.8% | +18.6% |
| 3Y | -26.9% | +95.2% | -122.0% | -43.0% |
| 5Y | -33.5% | +14.5% | -48.0% | -39.3% |
| 10Y | +36.1% | +97.2% | -61.1% | -0.4% |
| All | +36.1% | +97.4% | -61.3% | -0.4% |
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