+9.7%
UPS vs TXG
+27.0%
-17.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.1% |
| 7D | -2.0% | +9.5% | -11.4% | -3.1% |
| 30D | -2.0% | +18.8% | -20.7% | -4.3% |
| 3M | -6.2% | +136.1% | -142.3% | -16.9% |
| 6M | +2.8% | +235.2% | -232.5% | -13.5% |
| YTD | +5.9% | +320.5% | -314.6% | -13.8% |
| 1Y | +26.2% | +425.2% | -398.9% | -1.3% |
| 3Y | -26.0% | +42.9% | -68.9% | -35.1% |
| 5Y | -34.3% | -62.8% | +28.6% | -37.5% |
| All | +9.7% | +27.0% | -17.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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