-32.7%
UPS vs TD
+101.4%
-134.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | +3.8% | +1.1% | +2.7% | +3.2% |
| 30D | +17.4% | +5.2% | +12.1% | +14.2% |
| 3M | +8.2% | +1.2% | +7.0% | +7.3% |
| 6M | +17.9% | +17.7% | +0.2% | +7.3% |
| YTD | +18.7% | +34.2% | -15.5% | +0.4% |
| 1Y | +24.8% | +55.4% | -30.6% | -2.7% |
| 3Y | -4.5% | +130.4% | -134.9% | -40.9% |
| All | -32.7% | +101.4% | -134.1% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling