+146.0%
TT vs UPST
-88.8%
+234.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +0.7% |
| 7D | -0.2% | -3.5% | +3.3% | 0.0% |
| 30D | -7.4% | -7.1% | -0.3% | -6.9% |
| 3M | -3.2% | -13.1% | +9.9% | -2.3% |
| 6M | +1.1% | -1.1% | +2.2% | +0.6% |
| YTD | +15.6% | -35.9% | +51.5% | +18.4% |
| 1Y | +9.2% | -57.4% | +66.6% | +14.9% |
| 3Y | +124.4% | -14.9% | +139.2% | +110.9% |
| All | +146.0% | -88.8% | +234.8% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling