-65.5%
TTD vs UPST
-44.0%
-21.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.6% | +13.8% | +15.0% |
| 7D | +19.0% | +4.4% | +14.6% | +17.6% |
| 30D | +23.6% | -7.7% | +31.3% | +26.0% |
| 3M | +8.2% | -28.4% | +36.6% | +16.6% |
| 6M | -35.3% | -23.2% | -12.1% | -32.0% |
| YTD | -60.7% | -49.1% | -11.5% | -55.0% |
| All | -65.5% | -44.0% | -21.5% | -61.8% |
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