+206.2%
TQQQ vs UPST
-6.9%
+213.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +5.9% | +1.3% |
| 7D | +18.6% | -13.5% | +32.1% | +24.1% |
| 30D | -24.0% | -19.6% | -4.4% | -18.4% |
| 3M | -19.6% | -34.2% | +14.6% | -8.3% |
| 6M | -19.8% | -31.2% | +11.4% | -9.4% |
| YTD | +14.3% | -56.2% | +70.5% | +44.3% |
| 1Y | +8.2% | -51.7% | +59.8% | +32.4% |
| All | +206.2% | -6.9% | +213.1% | +235.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling