+43.7%
UPS vs TT
+744.7%
-701.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.7% | +0.8% | +0.9% | +1.3% |
| 30D | +17.4% | -11.8% | +29.2% | +22.4% |
| 3M | +7.7% | -11.6% | +19.3% | +12.0% |
| 6M | +13.8% | -9.3% | +23.1% | +16.9% |
| YTD | +17.3% | +8.9% | +8.4% | +11.9% |
| 1Y | +27.2% | -2.2% | +29.4% | +26.2% |
| 3Y | -5.6% | +91.9% | -97.5% | -30.6% |
| 5Y | -33.5% | +136.0% | -169.5% | -56.5% |
| 10Y | +43.7% | +734.7% | -691.1% | -47.5% |
| All | +43.7% | +744.7% | -701.0% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling