-74.8%
TTD vs UPS
-4.2%
-70.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.4% | +3.3% |
| 7D | +20.8% | -1.6% | +22.4% | +21.3% |
| 30D | +33.8% | +17.9% | +15.9% | +28.5% |
| 3M | +17.8% | +9.4% | +8.4% | +15.2% |
| 6M | -25.7% | +16.2% | -41.9% | -28.8% |
| YTD | -57.9% | +18.8% | -76.7% | -60.7% |
| 1Y | -63.8% | +26.1% | -89.9% | -67.0% |
| All | -74.8% | -4.2% | -70.7% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling