+227.0%
UPS vs TT
+4,643.0%
-4,416.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -3.5% | -7.2% | +3.7% | -1.3% |
| 3M | -5.7% | -3.0% | -2.7% | -5.0% |
| 6M | -4.4% | +1.4% | -5.7% | -5.2% |
| YTD | +8.0% | +15.9% | -7.9% | +2.4% |
| 1Y | +29.0% | +9.4% | +19.6% | +24.2% |
| 3Y | -27.7% | +124.4% | -152.1% | -46.1% |
| 5Y | -34.3% | +138.0% | -172.3% | -52.4% |
| 10Y | +37.8% | +886.4% | -848.6% | -37.5% |
| All | +227.0% | +4,643.0% | -4,416.0% | -17.7% |
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 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