+10.7%
TTMI vs UPST
-48.7%
+59.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +9.4% | -19.5% | -13.0% |
| 7D | -19.2% | -3.1% | -16.0% | -18.5% |
| 30D | -44.9% | -4.0% | -40.9% | -44.3% |
| 3M | -44.7% | -22.9% | -21.9% | -40.3% |
| 6M | -53.4% | -27.1% | -26.3% | -49.2% |
| YTD | +6.3% | -46.5% | +52.9% | +22.2% |
| 1Y | +10.7% | -49.4% | +60.1% | +30.1% |
| All | +10.7% | -48.7% | +59.4% | +30.1% |
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