+301.5%
UPS vs TPR
+8,033.7%
-7,732.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.2% |
| 7D | 0.0% | +14.2% | -14.2% | -3.1% |
| 30D | +17.3% | +17.1% | +0.3% | +13.0% |
| 3M | +6.6% | -17.7% | +24.3% | +10.6% |
| 6M | +12.0% | -10.2% | +22.2% | +13.3% |
| YTD | +14.4% | +4.9% | +9.5% | +11.3% |
| 1Y | +23.3% | +36.1% | -12.8% | +12.8% |
| 3Y | -9.6% | +416.5% | -426.1% | -41.3% |
| 5Y | -34.1% | +254.8% | -288.9% | -54.4% |
| 10Y | +49.5% | +391.7% | -342.2% | -14.2% |
| All | +301.5% | +8,033.7% | -7,732.2% | +23.8% |
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