-32.7%
UPS vs TRMB
-36.0%
+3.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.9% |
| 7D | +3.8% | +2.8% | +1.0% | +2.9% |
| 30D | +17.4% | -5.9% | +23.2% | +18.1% |
| 3M | +8.2% | -3.3% | +11.5% | +7.7% |
| 6M | +17.9% | +1.3% | +16.6% | +15.0% |
| YTD | +18.7% | -29.0% | +47.7% | +30.2% |
| 1Y | +24.8% | -27.8% | +52.6% | +35.9% |
| 3Y | -4.5% | +36.3% | -40.8% | -20.9% |
| All | -32.7% | -36.0% | +3.3% | -29.1% |
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