+221.2%
UPS vs TRV
+1,958.2%
-1,737.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | -2.3% | -4.9% | +2.5% | -0.7% |
| 3M | -5.2% | +23.7% | -29.0% | -12.0% |
| 6M | +1.4% | +20.3% | -18.9% | -5.1% |
| YTD | +6.1% | +27.1% | -20.9% | -2.6% |
| 1Y | +27.0% | +35.3% | -8.3% | +14.0% |
| 3Y | -25.9% | +139.8% | -165.7% | -46.1% |
| 5Y | -34.6% | +153.9% | -188.4% | -53.6% |
| 10Y | +36.2% | +285.9% | -249.7% | -18.8% |
| All | +221.2% | +1,958.2% | -1,737.0% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling