+9.9%
UPS vs TXG
+21.5%
-11.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -2.4% |
| 7D | -2.1% | +9.4% | -11.5% | -3.3% |
| 30D | -2.3% | +26.1% | -28.4% | -5.4% |
| 3M | -5.2% | +124.8% | -130.0% | -15.4% |
| 6M | +1.4% | +215.2% | -213.8% | -14.0% |
| YTD | +6.1% | +302.2% | -296.1% | -13.1% |
| 1Y | +27.0% | +370.9% | -343.9% | +0.6% |
| 3Y | -25.9% | +38.5% | -64.4% | -34.7% |
| 5Y | -34.6% | -64.4% | +29.8% | -37.4% |
| All | +9.9% | +21.5% | -11.6% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling