-80.8%
TTD vs UPST
-88.8%
+8.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.9% |
| 7D | +6.3% | -3.5% | +9.9% | +7.5% |
| 30D | -23.9% | -7.1% | -16.8% | -22.6% |
| 3M | -31.4% | -13.1% | -18.3% | -29.2% |
| 6M | -42.7% | -1.1% | -41.6% | -43.9% |
| YTD | -62.0% | -35.9% | -26.1% | -58.1% |
| 1Y | -72.2% | -57.4% | -14.8% | -66.0% |
| 3Y | -81.9% | -14.9% | -67.1% | -86.0% |
| All | -80.8% | -88.8% | +8.0% | -80.3% |
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