-25.9%
UPS vs TXT
+5.7%
-31.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -2.3% | -11.1% | +8.7% | +2.6% |
| 3M | -5.2% | -13.0% | +7.8% | +0.5% |
| 6M | +1.4% | -16.2% | +17.6% | +9.1% |
| YTD | +6.1% | -8.7% | +14.8% | +10.2% |
| 1Y | +27.0% | -3.8% | +30.8% | +28.9% |
| 3Y | -25.9% | +5.5% | -31.4% | -29.1% |
| All | -25.9% | +5.7% | -31.6% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling