+19.6%
TMO vs UPS
-26.3%
+45.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.6% | -2.0% | +1.3% | -0.1% |
| 30D | +1.1% | -2.0% | +3.1% | +1.6% |
| 3M | +28.3% | -6.2% | +34.6% | +30.0% |
| 6M | +23.3% | +2.8% | +20.5% | +21.3% |
| YTD | +5.5% | +5.9% | -0.4% | +2.6% |
| 1Y | +24.5% | +26.2% | -1.7% | +14.9% |
| 3Y | +19.6% | -26.0% | +45.6% | +18.5% |
| All | +19.6% | -26.3% | +45.9% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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