-4.5%
UPS vs TPR
+403.8%
-408.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | +17.4% | +15.1% | +2.2% | +14.0% |
| 3M | +8.2% | +3.5% | +4.7% | +7.2% |
| 6M | +17.9% | +0.4% | +17.5% | +16.3% |
| YTD | +18.7% | +4.6% | +14.1% | +15.6% |
| 1Y | +24.8% | +33.1% | -8.3% | +15.4% |
| 3Y | -4.5% | +396.0% | -400.5% | -43.0% |
| All | -4.5% | +403.8% | -408.3% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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