+211.1%
TT vs UPST
-15.8%
+226.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.4% |
| 7D | -2.0% | -4.9% | +2.9% | -1.8% |
| 30D | -14.0% | -8.9% | -5.2% | -13.6% |
| 3M | -15.9% | -26.3% | +10.5% | -14.5% |
| 6M | -17.3% | -23.7% | +6.4% | -16.3% |
| YTD | +4.0% | -49.9% | +53.9% | +7.3% |
| 1Y | -7.1% | -42.0% | +34.9% | -5.1% |
| 3Y | +90.2% | -25.3% | +115.5% | +84.0% |
| 5Y | +131.1% | -93.4% | +224.5% | +123.4% |
| All | +211.1% | -15.8% | +226.9% | +186.7% |
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