-30.4%
UPS vs TSLQ
-97.2%
+66.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.9% |
| 7D | -3.4% | +5.7% | -9.1% | -3.0% |
| 30D | -2.7% | -21.1% | +18.3% | -4.0% |
| 3M | -1.6% | -11.5% | +9.9% | -1.4% |
| 6M | +2.3% | -14.9% | +17.2% | +3.0% |
| YTD | +5.6% | +2.4% | +3.1% | +7.9% |
| 1Y | +27.1% | -49.8% | +76.8% | +24.5% |
| 3Y | -26.3% | -95.8% | +69.5% | -34.0% |
| All | -30.4% | -97.2% | +66.8% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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