+45.9%
UPS vs TXT
+89.4%
-43.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +17.4% | +13.3% | +4.0% | +11.7% |
| 3M | +8.2% | -5.0% | +13.2% | +9.8% |
| 6M | +17.9% | -8.4% | +26.4% | +21.1% |
| YTD | +18.7% | -4.0% | +22.7% | +19.7% |
| 1Y | +24.8% | +2.8% | +22.0% | +22.8% |
| 3Y | -4.5% | +10.3% | -14.8% | -9.9% |
| 5Y | -33.2% | +9.2% | -42.4% | -37.7% |
| All | +45.9% | +89.4% | -43.5% | +10.3% |
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