+256.2%
UPS vs TMF
-69.2%
+325.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | 0.0% | +1.2% | -1.2% | +0.2% |
| 30D | +17.3% | +19.7% | -2.4% | +19.5% |
| 3M | +6.6% | -2.1% | +8.7% | +6.4% |
| 6M | +12.0% | -13.4% | +25.5% | +10.4% |
| YTD | +14.4% | -16.7% | +31.1% | +12.3% |
| 1Y | +23.3% | -23.3% | +46.6% | +20.0% |
| 3Y | -9.6% | -24.8% | +15.2% | -10.7% |
| 5Y | -34.1% | -88.0% | +53.9% | -48.4% |
| 10Y | +49.5% | -84.7% | +134.2% | +30.8% |
| All | +256.2% | -69.2% | +325.3% | +280.5% |
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