+30.6%
UPS vs TTMI
+9.6%
+21.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -10.1% | +14.8% | +4.9% |
| 7D | +8.2% | -19.2% | +27.4% | +8.6% |
| 30D | +22.7% | -44.9% | +67.6% | +24.6% |
| 3M | +6.4% | -44.7% | +51.2% | +7.9% |
| 6M | +22.6% | -53.4% | +76.0% | +24.4% |
| YTD | +20.7% | +6.3% | +14.4% | +22.3% |
| 1Y | +30.6% | +10.7% | +19.9% | +33.0% |
| All | +30.6% | +9.6% | +21.0% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling