-4.5%
UPS vs TT
+91.4%
-95.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.1% |
| 7D | +3.8% | +4.0% | -0.3% | +2.9% |
| 30D | +17.4% | -11.3% | +28.7% | +20.1% |
| 3M | +8.2% | -12.3% | +20.5% | +10.9% |
| 6M | +17.9% | -10.8% | +28.8% | +20.3% |
| YTD | +18.7% | +8.2% | +10.5% | +16.3% |
| 1Y | +24.8% | +1.5% | +23.3% | +23.7% |
| 3Y | -4.5% | +91.5% | -96.0% | -14.6% |
| All | -4.5% | +91.4% | -95.9% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling