-4.5%
TT vs UPST
-48.7%
+44.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.4% | -11.1% | -2.3% |
| 7D | -8.5% | -3.1% | -5.3% | -8.2% |
| 30D | -12.8% | -4.0% | -8.8% | -12.6% |
| 3M | -12.9% | -22.9% | +10.0% | -11.1% |
| 6M | -15.2% | -27.1% | +11.9% | -13.6% |
| YTD | +6.2% | -46.5% | +52.7% | +7.5% |
| 1Y | -4.5% | -49.4% | +44.9% | -3.3% |
| All | -4.5% | -48.7% | +44.2% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling