-34.5%
UPS vs TRV
+154.6%
-189.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -3.4% | -1.5% | -1.9% | -3.0% |
| 30D | -2.7% | -1.8% | -0.9% | -2.3% |
| 3M | -1.6% | +21.6% | -23.2% | -7.5% |
| 6M | +2.3% | +22.5% | -20.1% | -4.2% |
| YTD | +5.6% | +28.1% | -22.6% | -2.6% |
| 1Y | +27.1% | +37.0% | -10.0% | +14.6% |
| 3Y | -26.3% | +141.9% | -168.2% | -47.8% |
| 5Y | -34.5% | +158.5% | -193.0% | -56.1% |
| All | -34.5% | +154.6% | -189.1% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling