-30.1%
UPS vs TLN
+589.3%
-619.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | -3.7% | +5.8% | -9.5% | -3.8% |
| 30D | -3.7% | -6.9% | +3.1% | -3.6% |
| 3M | -6.6% | -10.9% | +4.3% | -6.4% |
| 6M | +2.6% | -4.6% | +7.2% | +2.5% |
| YTD | +4.8% | -14.7% | +19.5% | +4.9% |
| 1Y | +25.3% | -17.9% | +43.2% | +25.4% |
| 3Y | -26.9% | +483.9% | -510.7% | -39.4% |
| All | -30.1% | +589.3% | -619.5% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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