-20.9%
UPS vs TLN
+710.8%
-731.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +1.9% |
| 7D | +3.8% | +11.0% | -7.2% | +3.6% |
| 30D | +17.4% | +4.9% | +12.4% | +17.2% |
| 3M | +8.2% | +4.9% | +3.3% | +8.1% |
| 6M | +17.9% | +7.1% | +10.8% | +17.6% |
| YTD | +18.7% | +0.3% | +18.4% | +18.4% |
| 1Y | +24.8% | +5.9% | +18.9% | +24.4% |
| 3Y | -4.5% | +578.5% | -583.0% | -21.3% |
| All | -20.9% | +710.8% | -731.7% | -37.0% |
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