+25.3%
UPS vs TLN
-18.5%
+43.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.2% |
| 7D | -3.7% | +5.8% | -9.5% | -3.9% |
| 30D | -3.7% | -6.9% | +3.1% | -3.5% |
| 3M | -6.6% | -10.9% | +4.3% | -6.3% |
| 6M | +2.6% | -4.6% | +7.2% | +2.5% |
| YTD | +4.8% | -14.7% | +19.5% | +5.3% |
| 1Y | +25.3% | -17.9% | +43.2% | +25.3% |
| All | +25.3% | -18.5% | +43.8% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling