+36.4%
UPS vs TNA
+86.1%
-49.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -2.0% | -7.3% | +5.3% | -0.4% |
| 30D | -2.0% | -14.2% | +12.2% | +1.1% |
| 3M | -6.2% | -4.6% | -1.7% | -5.6% |
| 6M | +2.8% | +36.9% | -34.2% | -4.8% |
| YTD | +5.9% | +42.5% | -36.7% | -3.2% |
| 1Y | +26.2% | +45.8% | -19.5% | +13.7% |
| 3Y | -26.0% | +104.7% | -130.7% | -42.6% |
| 5Y | -34.3% | -21.7% | -12.6% | -42.8% |
| All | +36.4% | +86.1% | -49.7% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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