+25.3%
UPS vs TXT
-3.0%
+28.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -3.7% | +0.8% | -4.5% | -4.1% |
| 30D | -3.7% | -10.4% | +6.7% | +1.7% |
| 3M | -6.6% | -14.3% | +7.8% | +1.0% |
| 6M | +2.6% | -15.1% | +17.7% | +11.4% |
| YTD | +4.8% | -8.3% | +13.1% | +9.7% |
| 1Y | +25.3% | -0.7% | +26.0% | +25.1% |
| All | +25.3% | -3.0% | +28.3% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling