+36.4%
UPS vs TD
+306.3%
-269.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -2.0% | -0.5% | -1.4% | -1.7% |
| 30D | -2.0% | -1.9% | -0.1% | -1.1% |
| 3M | -6.2% | +4.8% | -11.0% | -8.6% |
| 6M | +2.8% | +28.0% | -25.2% | -9.3% |
| YTD | +5.9% | +30.3% | -24.4% | -7.4% |
| 1Y | +26.2% | +59.8% | -33.5% | -0.2% |
| 3Y | -26.0% | +124.7% | -150.7% | -51.1% |
| 5Y | -34.3% | +127.0% | -161.2% | -56.8% |
| All | +36.4% | +306.3% | -269.9% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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