+26.2%
UPS vs TRMB
-28.6%
+54.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -2.0% | -3.0% | +1.1% | -1.5% |
| 30D | -2.0% | +2.3% | -4.3% | -2.3% |
| 3M | -6.2% | +15.3% | -21.6% | -8.6% |
| 6M | +2.8% | -14.7% | +17.5% | +4.2% |
| YTD | +5.9% | -26.4% | +32.3% | +10.4% |
| 1Y | +26.2% | -30.4% | +56.6% | +32.2% |
| All | +26.2% | -28.6% | +54.8% | +32.2% |
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