+151.8%
UPS vs TDG
+12,839.7%
-12,687.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -3.7% | -2.4% | -1.2% | -3.0% |
| 30D | -3.7% | -8.0% | +4.3% | -1.5% |
| 3M | -6.6% | -10.5% | +3.9% | -3.8% |
| 6M | +2.6% | -11.9% | +14.5% | +5.7% |
| YTD | +4.8% | -15.4% | +20.1% | +9.0% |
| 1Y | +25.3% | -14.2% | +39.5% | +29.4% |
| 3Y | -26.9% | +51.0% | -77.9% | -37.5% |
| 5Y | -33.5% | +126.5% | -160.0% | -50.3% |
| 10Y | +36.1% | +535.6% | -499.5% | -32.6% |
| All | +151.8% | +12,839.7% | -12,687.8% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling