+246.2%
UPS vs TT
+4,154.4%
-3,908.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.8% | -3.2% |
| 7D | 0.0% | -2.0% | +2.1% | +0.6% |
| 30D | +17.3% | -14.0% | +31.4% | +22.7% |
| 3M | +6.6% | -15.9% | +22.5% | +12.0% |
| 6M | +12.0% | -17.3% | +29.3% | +18.0% |
| YTD | +14.4% | +4.0% | +10.4% | +11.7% |
| 1Y | +23.3% | -7.1% | +30.4% | +24.7% |
| 3Y | -9.6% | +90.2% | -99.9% | -28.9% |
| 5Y | -34.1% | +131.1% | -165.2% | -52.0% |
| 10Y | +49.5% | +777.7% | -728.2% | -29.9% |
| All | +246.2% | +4,154.4% | -3,908.2% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling