-25.9%
UPS vs TFC
+98.6%
-124.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -0.9% |
| 7D | -2.1% | +2.2% | -4.4% | -3.0% |
| 30D | -2.3% | -2.5% | +0.2% | -1.4% |
| 3M | -5.2% | +4.5% | -9.8% | -7.2% |
| 6M | +1.4% | +11.0% | -9.6% | -3.1% |
| YTD | +6.1% | +5.9% | +0.2% | +3.2% |
| 1Y | +27.0% | +14.6% | +12.4% | +19.7% |
| 3Y | -25.9% | +96.7% | -122.6% | -42.4% |
| All | -25.9% | +98.6% | -124.5% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling