-26.8%
UPS vs TD
+123.9%
-150.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.7% |
| 7D | -3.7% | -1.9% | -1.8% | -2.8% |
| 30D | -3.7% | -1.6% | -2.1% | -3.1% |
| 3M | -6.6% | +4.6% | -11.2% | -8.8% |
| 6M | +2.6% | +26.8% | -24.3% | -9.1% |
| YTD | +4.8% | +28.3% | -23.5% | -7.6% |
| 1Y | +25.3% | +60.4% | -35.2% | -0.6% |
| All | -26.8% | +123.9% | -150.7% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling