+259.3%
UPS vs TRMB
+1,931.0%
-1,671.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.9% |
| 7D | +3.8% | +2.8% | +1.0% | +3.3% |
| 30D | +17.4% | -5.9% | +23.2% | +18.0% |
| 3M | +8.2% | -3.3% | +11.5% | +8.2% |
| 6M | +17.9% | +1.3% | +16.6% | +16.7% |
| YTD | +18.7% | -29.0% | +47.7% | +24.8% |
| 1Y | +24.8% | -27.8% | +52.6% | +30.7% |
| 3Y | -4.5% | +36.3% | -40.8% | -11.4% |
| 5Y | -33.2% | -35.8% | +2.6% | -30.2% |
| 10Y | +44.2% | +103.1% | -58.8% | +22.7% |
| All | +259.3% | +1,931.0% | -1,671.6% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling