-4.5%
UPS vs TTMI
+421.7%
-426.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.9% | +4.7% | +2.0% |
| 7D | +3.8% | +11.4% | -7.6% | +3.0% |
| 30D | +17.4% | -28.3% | +45.6% | +19.2% |
| 3M | +8.2% | -46.7% | +54.9% | +12.3% |
| 6M | +17.9% | -56.1% | +74.1% | +23.5% |
| YTD | +18.7% | +7.4% | +11.3% | +11.1% |
| 1Y | +24.8% | +17.4% | +7.4% | +14.7% |
| 3Y | -4.5% | +429.1% | -433.7% | -38.3% |
| All | -4.5% | +421.7% | -426.2% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling