+269.8%
UPS vs TMF
-70.3%
+340.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.6% | -3.4% | +1.7% | -2.0% |
| 30D | +17.9% | +11.5% | +6.4% | +19.3% |
| 3M | +9.4% | -4.5% | +13.9% | +8.9% |
| 6M | +16.2% | -15.0% | +31.1% | +14.3% |
| YTD | +18.8% | -19.9% | +38.6% | +16.2% |
| 1Y | +26.1% | -26.6% | +52.7% | +22.2% |
| 3Y | -4.5% | -29.8% | +25.4% | -6.3% |
| 5Y | -33.2% | -88.2% | +55.0% | -47.7% |
| 10Y | +44.3% | -81.4% | +125.7% | +29.8% |
| All | +269.8% | -70.3% | +340.1% | +293.6% |
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 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