+20.1%
UPS vs TW
+206.7%
-186.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -2.0% | -4.5% | +2.5% | -1.3% |
| 30D | -2.0% | -2.3% | +0.3% | -1.7% |
| 3M | -6.2% | +2.6% | -8.8% | -7.0% |
| 6M | +2.8% | -17.5% | +20.3% | +5.5% |
| YTD | +5.9% | -5.3% | +11.2% | +5.8% |
| 1Y | +26.2% | -14.8% | +41.0% | +28.4% |
| 3Y | -26.0% | +18.8% | -44.8% | -31.4% |
| 5Y | -34.3% | +20.7% | -55.0% | -40.5% |
| All | +20.1% | +206.7% | -186.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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