-26.2%
UPS vs TTMI
+844.7%
-870.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -3.4% | +6.0% | -9.4% | -4.0% |
| 30D | -2.7% | -6.4% | +3.7% | -2.4% |
| 3M | -1.6% | -28.9% | +27.3% | +0.7% |
| 6M | +2.3% | +26.9% | -24.5% | -2.2% |
| YTD | +5.6% | +77.3% | -71.7% | -3.8% |
| 1Y | +27.1% | +147.5% | -120.4% | +8.7% |
| All | -26.2% | +844.7% | -870.9% | -50.5% |
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