+236.4%
TQQQ vs UPST
-3.5%
+239.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.5% |
| 7D | -3.9% | -12.0% | +8.1% | -0.9% |
| 30D | -5.3% | -16.0% | +10.8% | -1.3% |
| 3M | +0.1% | -17.2% | +17.3% | +5.1% |
| 6M | +40.7% | -10.9% | +51.5% | +44.5% |
| YTD | +31.8% | -42.6% | +74.4% | +48.9% |
| 1Y | +48.2% | -59.8% | +108.0% | +80.6% |
| 3Y | +253.6% | -17.9% | +271.5% | +225.4% |
| 5Y | +99.6% | -90.7% | +190.3% | +97.4% |
| All | +236.4% | -3.5% | +239.9% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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