+376.4%
TTD vs UPS
+35.6%
+340.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -0.6% | -2.0% | +1.3% | +0.5% |
| 30D | +6.3% | -2.0% | +8.3% | +7.6% |
| 3M | -24.1% | -6.2% | -17.9% | -22.0% |
| 6M | -47.4% | +2.8% | -50.2% | -49.4% |
| YTD | -62.2% | +5.9% | -68.1% | -64.9% |
| 1Y | -68.3% | +26.2% | -94.5% | -74.0% |
| 3Y | -83.4% | -26.0% | -57.4% | -81.6% |
| 5Y | -80.3% | -34.3% | -46.0% | -75.9% |
| All | +376.4% | +35.6% | +340.8% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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