+36.4%
UPS vs TDG
+547.7%
-511.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | -2.0% | -1.9% | -0.1% | -1.5% |
| 30D | -2.0% | -7.7% | +5.7% | -0.1% |
| 3M | -6.2% | -9.3% | +3.1% | -4.3% |
| 6M | +2.8% | -9.4% | +12.2% | +4.7% |
| YTD | +5.9% | -14.3% | +20.2% | +9.1% |
| 1Y | +26.2% | -11.8% | +38.1% | +28.9% |
| 3Y | -26.0% | +52.0% | -78.0% | -35.4% |
| 5Y | -34.3% | +128.8% | -163.1% | -48.7% |
| All | +36.4% | +547.7% | -511.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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