+58.3%
UPS vs TRU
+238.0%
-179.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.8% | +0.5% |
| 7D | -2.9% | -6.8% | +3.9% | -1.1% |
| 30D | -3.5% | 0.0% | -3.5% | -3.6% |
| 3M | -5.7% | +13.3% | -19.0% | -9.6% |
| 6M | -4.4% | +3.4% | -7.8% | -6.3% |
| YTD | +8.0% | -6.4% | +14.4% | +8.0% |
| 1Y | +29.0% | -9.7% | +38.7% | +29.6% |
| 3Y | -27.7% | +0.1% | -27.9% | -32.6% |
| 5Y | -34.3% | -34.0% | -0.3% | -32.3% |
| 10Y | +37.8% | +147.9% | -110.1% | +1.6% |
| All | +58.3% | +238.0% | -179.7% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling