-32.7%
UPS vs TMF
-88.6%
+55.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | +3.8% | -9.3% | +13.1% | +4.1% |
| 30D | +17.4% | +1.9% | +15.4% | +17.3% |
| 3M | +8.2% | -11.2% | +19.4% | +8.6% |
| 6M | +17.9% | -17.7% | +35.7% | +18.6% |
| YTD | +18.7% | -24.5% | +43.2% | +19.6% |
| 1Y | +24.8% | -29.4% | +54.2% | +25.9% |
| 3Y | -4.5% | -33.4% | +28.9% | -3.7% |
| All | -32.7% | -88.6% | +55.9% | -37.4% |
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 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