+30.6%
UPS vs TRV
+54.4%
-23.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +4.1% |
| 7D | +8.2% | +3.9% | +4.4% | +7.6% |
| 30D | +22.7% | +13.5% | +9.3% | +20.6% |
| 3M | +6.4% | +8.9% | -2.4% | +5.0% |
| 6M | +22.6% | +36.8% | -14.1% | +16.9% |
| YTD | +20.7% | +42.7% | -22.0% | +12.9% |
| 1Y | +30.6% | +49.9% | -19.2% | +21.9% |
| All | +30.6% | +54.4% | -23.8% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling