+225.7%
TT vs UPST
-14.4%
+240.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.0% | +4.6% |
| 7D | +1.7% | +4.4% | -2.7% | +1.5% |
| 30D | -11.8% | -7.7% | -4.2% | -11.5% |
| 3M | -12.6% | -28.4% | +15.8% | -11.0% |
| 6M | -9.4% | -23.2% | +13.8% | -8.3% |
| YTD | +8.8% | -49.1% | +57.9% | +12.2% |
| 1Y | -2.5% | -42.4% | +39.8% | -0.3% |
| 3Y | +95.7% | +5.4% | +90.3% | +86.3% |
| 5Y | +135.7% | -92.9% | +228.6% | +127.5% |
| All | +225.7% | -14.4% | +240.1% | +199.8% |
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