+236.4%
UPS vs TMF
-68.9%
+305.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.1% |
| 7D | -2.9% | -1.4% | -1.4% | -3.0% |
| 30D | -3.5% | -2.8% | -0.7% | -3.8% |
| 3M | -5.7% | -10.9% | +5.2% | -6.8% |
| 6M | -4.4% | -21.3% | +16.9% | -6.7% |
| YTD | +8.0% | -15.9% | +23.9% | +6.2% |
| 1Y | +29.0% | -15.7% | +44.8% | +27.0% |
| 3Y | -27.7% | -43.4% | +15.6% | -30.9% |
| 5Y | -34.3% | -87.8% | +53.4% | -48.2% |
| 10Y | +37.8% | -86.7% | +124.5% | +18.1% |
| All | +236.4% | -68.9% | +305.3% | +259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling