+36.4%
UPS vs TRI
+196.2%
-159.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | -2.0% | -7.9% | +5.9% | -0.2% |
| 30D | -2.0% | -4.5% | +2.6% | -1.2% |
| 3M | -6.2% | +22.1% | -28.3% | -11.7% |
| 6M | +2.8% | -2.8% | +5.5% | +1.9% |
| YTD | +5.9% | -23.4% | +29.3% | +12.2% |
| 1Y | +26.2% | -41.5% | +67.8% | +46.6% |
| 3Y | -26.0% | -19.2% | -6.8% | -26.7% |
| 5Y | -34.3% | -9.4% | -24.9% | -38.9% |
| All | +36.4% | +196.2% | -159.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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