+148.6%
UPS vs TRGP
+2,231.3%
-2,082.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -2.9% | +0.8% | -3.7% | -3.0% |
| 30D | -3.5% | +11.5% | -15.0% | -4.9% |
| 3M | -5.7% | +9.0% | -14.7% | -6.9% |
| 6M | -4.4% | +20.5% | -24.9% | -6.9% |
| YTD | +8.0% | +59.5% | -51.5% | +1.5% |
| 1Y | +29.0% | +77.9% | -48.9% | +19.3% |
| 3Y | -27.7% | +253.6% | -281.3% | -39.0% |
| 5Y | -34.3% | +615.5% | -649.8% | -49.1% |
| 10Y | +37.8% | +897.1% | -859.3% | -1.7% |
| All | +148.6% | +2,231.3% | -2,082.7% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling