+101.7%
TQQQ vs UPST
-90.4%
+192.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.5% |
| 7D | +2.8% | -8.1% | +10.9% | +5.6% |
| 30D | -3.0% | -14.3% | +11.3% | +1.7% |
| 3M | -2.7% | -16.6% | +13.9% | +3.5% |
| 6M | +45.4% | -7.3% | +52.7% | +48.5% |
| YTD | +36.3% | -40.8% | +77.1% | +58.1% |
| 1Y | +53.4% | -62.4% | +115.8% | +102.6% |
| 3Y | +265.6% | -15.3% | +280.9% | +206.1% |
| 5Y | +101.7% | -91.1% | +192.8% | +125.5% |
| All | +101.7% | -90.4% | +192.1% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling