+227.0%
UPS vs TXT
+198.9%
+28.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.9% | -4.8% | +1.9% | -1.6% |
| 30D | -3.5% | -10.6% | +7.1% | -0.7% |
| 3M | -5.7% | -13.2% | +7.5% | -2.2% |
| 6M | -4.4% | -20.3% | +16.0% | +1.5% |
| YTD | +8.0% | -9.3% | +17.3% | +10.7% |
| 1Y | +29.0% | -2.7% | +31.7% | +29.7% |
| 3Y | -27.7% | +1.4% | -29.1% | -28.7% |
| 5Y | -34.3% | +9.6% | -43.9% | -37.0% |
| 10Y | +37.8% | +94.9% | -57.1% | +9.1% |
| All | +227.0% | +198.9% | +28.1% | +77.3% |
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 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