+36.4%
UPS vs TSN
-4.9%
+41.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -2.0% | +3.0% | -5.0% | -2.6% |
| 30D | -2.0% | -4.2% | +2.2% | -1.2% |
| 3M | -6.2% | -3.9% | -2.3% | -5.7% |
| 6M | +2.8% | -9.8% | +12.6% | +4.0% |
| YTD | +5.9% | -7.3% | +13.2% | +6.4% |
| 1Y | +26.2% | -2.2% | +28.5% | +25.0% |
| 3Y | -26.0% | +11.9% | -37.9% | -29.5% |
| 5Y | -34.3% | -16.9% | -17.3% | -33.3% |
| All | +36.4% | -4.9% | +41.3% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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