-72.0%
TTD vs UPST
-48.7%
-23.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +0.6% |
| 7D | +3.7% | -3.1% | +6.8% | +4.4% |
| 30D | +10.4% | -4.0% | +14.4% | +11.4% |
| 3M | -31.6% | -22.9% | -8.7% | -27.9% |
| 6M | -45.1% | -27.1% | -18.0% | -41.7% |
| YTD | -65.1% | -46.5% | -18.6% | -61.2% |
| 1Y | -72.0% | -49.4% | -22.6% | -68.8% |
| All | -72.0% | -48.7% | -23.3% | -68.8% |
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 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