+420.9%
TTD vs UPS
+52.0%
+368.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.5% | +0.3% |
| 7D | +21.3% | +3.8% | +17.5% | +18.9% |
| 30D | +28.7% | +17.4% | +11.4% | +17.5% |
| 3M | +7.7% | +8.2% | -0.5% | +2.8% |
| 6M | -23.5% | +17.9% | -41.4% | -31.4% |
| YTD | -58.7% | +18.7% | -77.4% | -64.1% |
| 1Y | -63.4% | +24.8% | -88.2% | -69.3% |
| 3Y | -75.3% | -4.5% | -70.8% | -76.9% |
| 5Y | -84.4% | -33.2% | -51.2% | -81.0% |
| 10Y | +516.1% | +44.2% | +471.9% | +320.2% |
| All | +420.9% | +52.0% | +368.9% | +276.1% |
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