+45.9%
UPS vs TTMI
+394.2%
-348.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +2.3% |
| 7D | +3.8% | +11.4% | -7.6% | +1.9% |
| 30D | +17.4% | -28.3% | +45.6% | +21.3% |
| 3M | +8.2% | -46.7% | +54.9% | +16.3% |
| 6M | +17.9% | -56.1% | +74.1% | +28.9% |
| YTD | +18.7% | +7.4% | +11.3% | +6.2% |
| 1Y | +24.8% | +17.4% | +7.4% | +8.6% |
| 3Y | -4.5% | +429.1% | -433.7% | -44.4% |
| 5Y | -33.2% | +418.8% | -452.0% | -62.3% |
| All | +45.9% | +394.2% | -348.3% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling