+180.9%
TQQQ vs UPST
-24.8%
+205.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.2% |
| 7D | +10.4% | -10.6% | +21.0% | +13.4% |
| 30D | -22.2% | -14.0% | -8.2% | -19.2% |
| 3M | -25.1% | -36.8% | +11.8% | -16.2% |
| 6M | -25.0% | -27.5% | +2.5% | -18.6% |
| YTD | +10.1% | -55.3% | +65.3% | +32.3% |
| 1Y | +11.0% | -47.5% | +58.6% | +28.2% |
| 3Y | +195.0% | -10.4% | +205.4% | +172.1% |
| 5Y | +46.6% | -92.6% | +139.2% | +54.1% |
| All | +180.9% | -24.8% | +205.7% | +193.9% |
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