+173.1%
UPS vs TRGP
+2,299.4%
-2,126.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +3.8% | +12.4% | -8.6% | +2.3% |
| 30D | +17.4% | +2.6% | +14.7% | +16.8% |
| 3M | +8.2% | +11.9% | -3.7% | +6.5% |
| 6M | +17.9% | +13.9% | +4.0% | +15.6% |
| YTD | +18.7% | +64.2% | -45.5% | +10.9% |
| 1Y | +24.8% | +78.5% | -53.7% | +15.3% |
| 3Y | -4.5% | +272.9% | -277.5% | -20.1% |
| 5Y | -33.2% | +510.7% | -543.9% | -47.5% |
| 10Y | +44.2% | +821.0% | -776.7% | +3.7% |
| All | +173.1% | +2,299.4% | -2,126.3% | +41.6% |
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