+252.9%
UPS vs TXT
+218.8%
+34.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | +16.4% | +13.3% | +3.2% | +12.5% |
| 3M | +7.9% | -5.1% | +13.0% | +9.1% |
| 6M | +15.8% | -7.1% | +23.0% | +17.7% |
| YTD | +16.6% | -3.2% | +19.8% | +17.1% |
| 1Y | +22.3% | +2.3% | +20.0% | +21.1% |
| 3Y | -6.2% | +11.1% | -17.3% | -9.8% |
| 5Y | -34.4% | +10.0% | -44.4% | -37.2% |
| 10Y | +41.7% | +91.1% | -49.4% | +12.3% |
| All | +252.9% | +218.8% | +34.1% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling