+36.2%
UPS vs TMF
-86.8%
+123.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -2.1% | +1.0% | -3.1% | -2.1% |
| 30D | -2.3% | -1.8% | -0.5% | -2.4% |
| 3M | -5.2% | -8.2% | +3.0% | -5.8% |
| 6M | +1.4% | -19.5% | +20.9% | -0.1% |
| YTD | +6.1% | -16.0% | +22.1% | +4.9% |
| 1Y | +27.0% | -22.5% | +49.5% | +24.8% |
| 3Y | -25.9% | -42.3% | +16.3% | -28.2% |
| 5Y | -34.6% | -87.7% | +53.1% | -48.6% |
| 10Y | +36.2% | -86.5% | +122.7% | +22.4% |
| All | +36.2% | -86.8% | +123.0% | +22.4% |
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