-26.2%
UPS vs TNA
+99.7%
-125.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.4% |
| 7D | -3.4% | -7.6% | +4.2% | -1.9% |
| 30D | -2.7% | -13.6% | +10.9% | 0.0% |
| 3M | -1.6% | +2.8% | -4.5% | -2.5% |
| 6M | +2.3% | +34.5% | -32.2% | -4.4% |
| YTD | +5.6% | +41.0% | -35.5% | -2.7% |
| 1Y | +27.1% | +52.0% | -25.0% | +14.2% |
| All | -26.2% | +99.7% | -125.9% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling