+30.6%
UPS vs TRMB
-31.2%
+61.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -17.3% | +22.0% | +5.9% |
| 7D | +8.2% | -15.7% | +23.9% | +9.1% |
| 30D | +22.7% | -7.8% | +30.5% | +21.9% |
| 3M | +6.4% | -9.3% | +15.7% | +5.9% |
| 6M | +22.6% | -20.8% | +43.4% | +23.4% |
| YTD | +20.7% | -30.8% | +51.5% | +23.5% |
| 1Y | +30.6% | -31.0% | +61.6% | +33.3% |
| All | +30.6% | -31.2% | +61.9% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling