+36.4%
UPS vs TTMI
+1,127.6%
-1,091.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | -0.3% |
| 7D | -2.0% | +0.7% | -2.6% | -2.1% |
| 30D | -2.0% | -8.4% | +6.5% | -0.9% |
| 3M | -6.2% | -32.5% | +26.2% | -1.3% |
| 6M | +2.8% | +32.5% | -29.7% | -5.7% |
| YTD | +5.9% | +83.2% | -77.3% | -10.2% |
| 1Y | +26.2% | +161.7% | -135.4% | -2.5% |
| 3Y | -26.0% | +890.1% | -916.1% | -59.5% |
| 5Y | -34.3% | +832.4% | -866.7% | -64.6% |
| All | +36.4% | +1,127.6% | -1,091.2% | -30.8% |
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