-34.5%
UPS vs TRGP
+627.0%
-661.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.4% | -0.6% | -2.9% | -3.3% |
| 30D | -2.7% | +10.0% | -12.7% | -4.9% |
| 3M | -1.6% | +7.6% | -9.3% | -3.6% |
| 6M | +2.3% | +26.8% | -24.5% | -3.9% |
| YTD | +5.6% | +60.6% | -55.0% | -6.6% |
| 1Y | +27.1% | +82.5% | -55.4% | +8.4% |
| 3Y | -26.3% | +265.0% | -291.3% | -49.9% |
| 5Y | -34.5% | +645.9% | -680.4% | -62.7% |
| All | -34.5% | +627.0% | -661.5% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling