+36.4%
UPS vs TRGP
+863.3%
-826.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -2.0% | +8.0% | -10.0% | -3.0% |
| 3M | -6.2% | +8.3% | -14.5% | -7.4% |
| 6M | +2.8% | +23.9% | -21.1% | -0.5% |
| YTD | +5.9% | +59.6% | -53.7% | -0.9% |
| 1Y | +26.2% | +79.4% | -53.2% | +16.1% |
| 3Y | -26.0% | +269.4% | -295.4% | -38.5% |
| 5Y | -34.3% | +641.6% | -675.9% | -49.8% |
| All | +36.4% | +863.3% | -826.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling