-33.5%
UPS vs TRMB
-39.0%
+5.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.5% |
| 7D | -3.7% | -2.9% | -0.8% | -2.7% |
| 30D | -3.7% | -1.8% | -2.0% | -3.3% |
| 3M | -6.6% | +8.4% | -15.0% | -9.6% |
| 6M | +2.6% | -18.5% | +21.1% | +9.1% |
| YTD | +4.8% | -26.7% | +31.5% | +15.3% |
| 1Y | +25.3% | -28.3% | +53.6% | +38.3% |
| 3Y | -26.9% | +12.6% | -39.4% | -33.8% |
| 5Y | -33.5% | -38.7% | +5.2% | -30.6% |
| All | -33.5% | -39.0% | +5.5% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling