-32.7%
UPS vs TFC
+1.3%
-33.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | +3.8% | +2.3% | +1.5% | +2.9% |
| 30D | +17.4% | +10.8% | +6.5% | +12.8% |
| 3M | +8.2% | -3.8% | +12.0% | +9.7% |
| 6M | +17.9% | +9.6% | +8.4% | +13.3% |
| YTD | +18.7% | +5.8% | +12.9% | +15.6% |
| 1Y | +24.8% | +16.2% | +8.6% | +17.3% |
| 3Y | -4.5% | +96.0% | -100.5% | -27.4% |
| All | -32.7% | +1.3% | -33.9% | -32.2% |
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