-26.8%
UPS vs TRMB
+11.9%
-38.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.6% |
| 7D | -3.7% | -2.9% | -0.8% | -2.9% |
| 30D | -3.7% | -1.8% | -2.0% | -3.4% |
| 3M | -6.6% | +8.4% | -15.0% | -9.0% |
| 6M | +2.6% | -18.5% | +21.1% | +7.9% |
| YTD | +4.8% | -26.7% | +31.5% | +13.6% |
| 1Y | +25.3% | -28.3% | +53.6% | +36.1% |
| All | -26.8% | +11.9% | -38.7% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling