+36.4%
UPS vs TRU
+147.2%
-110.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | -2.0% | -2.7% | +0.8% | -1.2% |
| 30D | -2.0% | -2.0% | +0.1% | -1.5% |
| 3M | -6.2% | +18.4% | -24.7% | -11.4% |
| 6M | +2.8% | +8.9% | -6.1% | -0.8% |
| YTD | +5.9% | -8.9% | +14.8% | +6.8% |
| 1Y | +26.2% | -15.9% | +42.1% | +29.7% |
| 3Y | -26.0% | -1.1% | -24.9% | -31.1% |
| 5Y | -34.3% | -35.2% | +0.9% | -31.5% |
| All | +36.4% | +147.2% | -110.8% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling