+36.0%
UPS vs TSEM
+1,289.9%
-1,254.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.3% |
| 7D | -3.4% | +0.9% | -4.3% | -3.6% |
| 30D | -2.7% | -16.6% | +13.9% | -0.3% |
| 3M | -1.6% | -10.9% | +9.3% | -1.7% |
| 6M | +2.3% | +78.0% | -75.7% | -10.7% |
| YTD | +5.6% | +77.2% | -71.6% | -8.7% |
| 1Y | +27.1% | +207.6% | -180.5% | -1.9% |
| 3Y | -26.3% | +637.8% | -664.1% | -54.1% |
| 5Y | -34.5% | +617.0% | -651.5% | -60.1% |
| All | +36.0% | +1,289.9% | -1,254.0% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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