+259.3%
UPS vs TSEM
+15.2%
+244.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.9% | +8.8% | +2.4% |
| 7D | +3.8% | +7.0% | -3.2% | +3.1% |
| 30D | +17.4% | -29.8% | +47.1% | +20.2% |
| 3M | +8.2% | -41.9% | +50.1% | +12.1% |
| 6M | +17.9% | -45.8% | +63.7% | +21.7% |
| YTD | +18.7% | +25.1% | -6.4% | +13.2% |
| 1Y | +24.8% | +48.2% | -23.4% | +17.3% |
| 3Y | -4.5% | +476.5% | -481.0% | -21.0% |
| 5Y | -33.2% | +301.4% | -334.7% | -43.5% |
| 10Y | +44.2% | +812.9% | -768.7% | +12.5% |
| All | +259.3% | +15.2% | +244.1% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling