-33.7%
UPS vs TMF
-87.5%
+53.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -2.9% | -1.4% | -1.4% | -2.8% |
| 30D | -3.5% | -2.8% | -0.7% | -3.4% |
| 3M | -5.7% | -10.9% | +5.2% | -5.5% |
| 6M | -4.4% | -21.3% | +16.9% | -3.9% |
| YTD | +8.0% | -15.9% | +23.9% | +8.4% |
| 1Y | +29.0% | -15.7% | +44.8% | +29.5% |
| 3Y | -27.7% | -43.4% | +15.6% | -27.4% |
| All | -33.7% | -87.5% | +53.8% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling