+36.1%
UPS vs TXT
+100.3%
-64.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -3.7% | +0.8% | -4.5% | -4.0% |
| 30D | -3.7% | -10.4% | +6.7% | +0.2% |
| 3M | -6.6% | -14.3% | +7.8% | -1.2% |
| 6M | +2.6% | -15.1% | +17.7% | +8.7% |
| YTD | +4.8% | -8.3% | +13.1% | +7.9% |
| 1Y | +25.3% | -0.7% | +26.0% | +25.2% |
| 3Y | -26.9% | +6.0% | -32.8% | -29.8% |
| 5Y | -33.5% | +12.5% | -46.0% | -38.3% |
| 10Y | +36.1% | +103.2% | -67.1% | +1.6% |
| All | +36.1% | +100.3% | -64.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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