-34.7%
UPS vs TDY
+39.0%
-73.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | -2.0% | -1.1% | -0.8% | -1.5% |
| 30D | -2.0% | -12.0% | +10.1% | +3.4% |
| 3M | -6.2% | -3.2% | -3.0% | -5.2% |
| 6M | +2.8% | -7.9% | +10.6% | +5.8% |
| YTD | +5.9% | +18.2% | -12.3% | -2.3% |
| 1Y | +26.2% | +6.7% | +19.6% | +21.5% |
| 3Y | -26.0% | +47.5% | -73.5% | -39.7% |
| All | -34.7% | +39.0% | -73.7% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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