-84.6%
TTD vs UPST
+7.9%
-92.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -4.0% |
| 7D | +6.3% | -3.5% | +9.9% | +7.2% |
| 30D | -23.9% | -7.1% | -16.8% | -22.9% |
| 3M | -31.4% | -13.1% | -18.3% | -29.7% |
| 6M | -42.7% | -1.1% | -41.6% | -43.5% |
| YTD | -62.0% | -35.9% | -26.1% | -59.1% |
| 1Y | -72.2% | -57.4% | -14.8% | -67.6% |
| 3Y | -81.9% | -14.9% | -67.1% | -84.4% |
| 5Y | -81.5% | -88.7% | +7.1% | -83.3% |
| All | -84.6% | +7.9% | -92.5% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling