+223.7%
TT vs UPST
-24.8%
+248.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.6% |
| 7D | +4.0% | -10.6% | +14.7% | +4.7% |
| 30D | -11.3% | -14.0% | +2.7% | -10.6% |
| 3M | -12.3% | -36.8% | +24.6% | -10.0% |
| 6M | -10.8% | -27.5% | +16.7% | -9.5% |
| YTD | +8.2% | -55.3% | +63.4% | +12.4% |
| 1Y | +1.5% | -47.5% | +49.0% | +4.3% |
| 3Y | +91.5% | -10.4% | +101.9% | +84.0% |
| 5Y | +130.2% | -92.6% | +222.8% | +123.5% |
| All | +223.7% | -24.8% | +248.5% | +200.2% |
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