-26.2%
UPS vs TXG
+39.1%
-65.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +0.9% |
| 7D | -3.4% | +5.0% | -8.4% | -4.1% |
| 30D | -2.7% | +13.5% | -16.3% | -4.5% |
| 3M | -1.6% | +128.0% | -129.7% | -12.8% |
| 6M | +2.3% | +224.4% | -222.1% | -14.0% |
| YTD | +5.6% | +307.0% | -301.4% | -14.3% |
| 1Y | +27.1% | +427.2% | -400.2% | -2.0% |
| All | -26.2% | +39.1% | -65.4% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling