+239.4%
UPS vs TRI
+518.6%
-279.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | +0.3% |
| 7D | -2.1% | -7.1% | +5.0% | 0.0% |
| 30D | -2.3% | -2.3% | 0.0% | -1.9% |
| 3M | -5.2% | +19.6% | -24.8% | -12.1% |
| 6M | +1.4% | -8.7% | +10.1% | +1.6% |
| YTD | +6.1% | -22.3% | +28.4% | +10.9% |
| 1Y | +27.0% | -40.7% | +67.7% | +46.1% |
| 3Y | -25.9% | -17.8% | -8.2% | -26.5% |
| 5Y | -34.6% | -8.5% | -26.1% | -38.1% |
| 10Y | +36.2% | +192.6% | -156.4% | -19.4% |
| All | +239.4% | +518.6% | -279.2% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling