+36.2%
UPS vs TT
+899.5%
-863.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | -2.1% | +1.6% | -3.7% | -2.7% |
| 30D | -2.3% | -7.3% | +5.0% | +0.4% |
| 3M | -5.2% | -2.6% | -2.6% | -4.5% |
| 6M | +1.4% | +5.9% | -4.5% | -1.3% |
| YTD | +6.1% | +15.4% | -9.3% | -0.2% |
| 1Y | +27.0% | +8.2% | +18.7% | +21.8% |
| 3Y | -25.9% | +122.7% | -148.6% | -48.5% |
| 5Y | -34.6% | +145.0% | -179.5% | -57.4% |
| 10Y | +36.2% | +893.7% | -857.6% | -50.6% |
| All | +36.2% | +899.5% | -863.4% | -50.6% |
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