+259.1%
UPS vs TNA
+944.8%
-685.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.9% | -0.4% |
| 7D | -3.7% | -3.6% | -0.1% | -3.0% |
| 30D | -3.7% | -10.1% | +6.3% | -1.7% |
| 3M | -6.6% | +2.7% | -9.3% | -7.3% |
| 6M | +2.6% | +38.4% | -35.8% | -5.2% |
| YTD | +4.8% | +45.4% | -40.7% | -4.5% |
| 1Y | +25.3% | +55.9% | -30.7% | +11.4% |
| 3Y | -26.9% | +109.8% | -136.7% | -43.3% |
| 5Y | -33.5% | -22.5% | -11.0% | -41.7% |
| 10Y | +36.1% | +87.5% | -51.5% | -19.6% |
| All | +259.1% | +944.8% | -685.7% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling