+227.1%
UPS vs TDY
+6,954.6%
-6,727.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.9% |
| 7D | -3.7% | -1.8% | -1.8% | -3.3% |
| 30D | -3.7% | -13.8% | +10.0% | -0.7% |
| 3M | -6.6% | -3.9% | -2.7% | -5.8% |
| 6M | +2.6% | -9.0% | +11.6% | +4.5% |
| YTD | +4.8% | +16.5% | -11.8% | +1.1% |
| 1Y | +25.3% | +9.3% | +16.0% | +22.4% |
| 3Y | -26.9% | +45.1% | -72.0% | -33.0% |
| 5Y | -33.5% | +35.0% | -68.5% | -38.4% |
| 10Y | +36.1% | +469.0% | -432.9% | -6.4% |
| All | +227.1% | +6,954.6% | -6,727.5% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling