+316.9%
UPS vs TPR
+8,066.7%
-7,749.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.6% |
| 7D | -1.6% | +6.4% | -8.0% | -3.1% |
| 30D | +17.9% | +13.8% | +4.2% | +14.3% |
| 3M | +9.4% | -16.6% | +26.0% | +13.2% |
| 6M | +16.2% | +0.7% | +15.5% | +14.7% |
| YTD | +18.8% | +5.3% | +13.4% | +15.5% |
| 1Y | +26.1% | +32.4% | -6.3% | +16.2% |
| 3Y | -4.5% | +406.4% | -410.8% | -37.6% |
| 5Y | -33.2% | +227.9% | -261.1% | -52.9% |
| 10Y | +44.3% | +371.7% | -327.4% | -16.4% |
| All | +316.9% | +8,066.7% | -7,749.9% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling