-34.6%
UPS vs TFC
+15.2%
-49.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.1% |
| 6M | +1.4% | +11.0% | -9.6% | -2.9% |
| YTD | +6.1% | +5.9% | +0.2% | +3.4% |
| 1Y | +27.0% | +14.6% | +12.4% | +19.9% |
| 3Y | -25.9% | +96.7% | -122.6% | -43.7% |
| 5Y | -34.6% | +15.6% | -50.2% | -36.7% |
| All | -34.6% | +15.2% | -49.8% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling