+221.2%
UPS vs TD
+2,857.2%
-2,636.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -2.1% | +0.9% | -3.0% | -2.5% |
| 30D | -2.3% | -0.7% | -1.7% | -2.1% |
| 3M | -5.2% | +6.3% | -11.5% | -7.8% |
| 6M | +1.4% | +27.9% | -26.5% | -9.0% |
| YTD | +6.1% | +29.8% | -23.7% | -5.4% |
| 1Y | +27.0% | +63.7% | -36.7% | +2.4% |
| 3Y | -25.9% | +128.3% | -154.3% | -48.6% |
| 5Y | -34.6% | +125.5% | -160.1% | -54.5% |
| 10Y | +36.2% | +296.7% | -260.5% | -27.0% |
| All | +221.2% | +2,857.2% | -2,636.0% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling