+43.3%
UPS vs TMF
-81.8%
+125.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -2.1% |
| 7D | -0.6% | -8.2% | +7.6% | -1.1% |
| 30D | +16.4% | +5.3% | +11.1% | +16.9% |
| 3M | +7.9% | -8.5% | +16.4% | +7.3% |
| 6M | +15.8% | -17.2% | +33.0% | +14.4% |
| YTD | +16.6% | -23.4% | +40.0% | +14.5% |
| 1Y | +22.3% | -30.2% | +52.5% | +19.3% |
| 3Y | -6.2% | -32.9% | +26.7% | -7.5% |
| 5Y | -34.4% | -88.5% | +54.1% | -49.0% |
| All | +43.3% | -81.8% | +125.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling