-2.3%
TT vs UPST
-44.0%
+41.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.0% | +4.5% |
| 7D | +1.7% | +4.4% | -2.7% | +1.4% |
| 30D | -11.8% | -7.7% | -4.2% | -11.3% |
| 3M | -12.6% | -28.4% | +15.8% | -10.1% |
| 6M | -9.4% | -23.2% | +13.8% | -7.7% |
| YTD | +8.8% | -49.1% | +57.9% | +10.6% |
| All | -2.3% | -44.0% | +41.7% | -3.2% |
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 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