+430.9%
TTD vs UPS
+52.1%
+378.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.4% | +2.9% |
| 7D | +20.8% | -1.6% | +22.4% | +22.1% |
| 30D | +33.8% | +17.9% | +15.9% | +21.7% |
| 3M | +17.8% | +9.4% | +8.4% | +11.9% |
| 6M | -25.7% | +16.2% | -41.9% | -32.9% |
| YTD | -57.9% | +18.8% | -76.7% | -63.5% |
| 1Y | -63.8% | +26.1% | -89.9% | -69.9% |
| 3Y | -75.0% | -4.5% | -70.6% | -76.7% |
| 5Y | -82.5% | -33.2% | -49.3% | -78.7% |
| 10Y | +527.9% | +44.3% | +483.6% | +328.1% |
| All | +430.9% | +52.1% | +378.8% | +283.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling