+133.5%
TT vs UPST
-92.2%
+225.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | +0.4% |
| 7D | +8.1% | -13.5% | +21.6% | +9.3% |
| 30D | -11.3% | -19.6% | +8.4% | -9.9% |
| 3M | -11.2% | -34.2% | +23.0% | -8.5% |
| 6M | -8.9% | -31.2% | +22.3% | -6.7% |
| YTD | +9.7% | -56.2% | +65.9% | +15.6% |
| 1Y | +1.3% | -51.7% | +52.9% | +5.6% |
| 3Y | +93.4% | -8.2% | +101.6% | +81.2% |
| 5Y | +133.5% | -92.8% | +226.3% | +134.5% |
| All | +133.5% | -92.2% | +225.8% | +134.5% |
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