-75.7%
TTD vs UPST
-0.8%
-74.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.3% | +11.6% | +5.1% |
| 7D | +19.9% | -4.5% | +24.4% | +20.9% |
| 30D | +27.6% | -15.3% | +43.0% | +32.2% |
| 3M | +15.2% | -32.4% | +47.6% | +24.9% |
| 6M | -33.2% | -29.5% | -3.7% | -28.9% |
| YTD | -59.4% | -53.3% | -6.1% | -53.4% |
| 1Y | -64.4% | -47.4% | -17.0% | -60.3% |
| All | -75.7% | -0.8% | -74.9% | -77.3% |
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 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