-26.8%
UPS vs TSN
+10.3%
-37.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.1% |
| 7D | -3.7% | -7.3% | +3.6% | -2.7% |
| 30D | -3.7% | -8.6% | +4.9% | -2.6% |
| 3M | -6.6% | -7.5% | +1.0% | -5.8% |
| 6M | +2.6% | -14.1% | +16.7% | +3.7% |
| YTD | +4.8% | -9.4% | +14.2% | +4.4% |
| 1Y | +25.3% | -4.1% | +29.4% | +22.7% |
| All | -26.8% | +10.3% | -37.1% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling