+43.3%
UPS vs TT
+737.0%
-693.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -0.6% | +8.1% | -8.7% | -3.3% |
| 30D | +16.4% | -11.3% | +27.7% | +21.1% |
| 3M | +7.9% | -11.2% | +19.1% | +12.0% |
| 6M | +15.8% | -8.9% | +24.7% | +18.8% |
| YTD | +16.6% | +9.7% | +6.8% | +11.0% |
| 1Y | +22.3% | +1.3% | +21.0% | +19.9% |
| 3Y | -6.2% | +93.4% | -99.6% | -31.2% |
| 5Y | -34.4% | +133.5% | -168.0% | -56.8% |
| All | +43.3% | +737.0% | -693.7% | -47.7% |
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