+90.2%
TT vs UPST
-29.4%
+119.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | -2.0% | -4.9% | +2.9% | -1.7% |
| 30D | -14.0% | -8.9% | -5.2% | -13.5% |
| 3M | -15.9% | -26.3% | +10.5% | -14.1% |
| 6M | -17.3% | -23.7% | +6.4% | -16.0% |
| YTD | +4.0% | -49.9% | +53.9% | +8.2% |
| 1Y | -7.1% | -42.0% | +34.9% | -4.6% |
| 3Y | +90.2% | -25.3% | +115.5% | +88.8% |
| All | +90.2% | -29.4% | +119.6% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling