+288.0%
UPS vs TTMI
+504.4%
-216.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.0% | -2.2% |
| 7D | -2.9% | +5.9% | -8.7% | -3.6% |
| 30D | -3.5% | -4.3% | +0.8% | -3.3% |
| 3M | -5.7% | -32.0% | +26.3% | -2.4% |
| 6M | -4.4% | +19.5% | -23.8% | -8.5% |
| YTD | +8.0% | +82.0% | -74.0% | -2.6% |
| 1Y | +29.0% | +172.6% | -143.6% | +9.5% |
| 3Y | -27.7% | +744.7% | -772.4% | -47.8% |
| 5Y | -34.3% | +805.6% | -839.9% | -53.6% |
| 10Y | +37.8% | +1,057.6% | -1,019.8% | -8.0% |
| All | +288.0% | +504.4% | -216.4% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling