-84.0%
TTD vs UPS
-27.1%
-56.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -4.6% | -3.7% | -0.9% | -3.6% |
| 30D | +3.7% | -3.7% | +7.4% | +4.8% |
| 3M | -30.2% | -6.6% | -23.7% | -29.3% |
| 6M | -51.4% | +2.6% | -54.0% | -52.3% |
| YTD | -63.4% | +4.8% | -68.2% | -64.9% |
| 1Y | -73.5% | +25.3% | -98.8% | -76.6% |
| All | -84.0% | -27.1% | -56.9% | -83.2% |
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