+853.2%
TTMI vs UPST
+3.8%
+849.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.8% | +3.3% |
| 7D | +12.2% | -1.5% | +13.7% | +12.3% |
| 30D | -5.7% | -13.2% | +7.5% | -4.6% |
| 3M | -27.5% | -13.0% | -14.5% | -26.6% |
| 6M | +47.1% | -2.9% | +50.0% | +47.0% |
| YTD | +87.5% | -38.3% | +125.8% | +94.0% |
| 1Y | +175.2% | -60.5% | +235.7% | +194.5% |
| 3Y | +901.9% | -11.7% | +913.7% | +866.7% |
| 5Y | +843.5% | -90.2% | +933.6% | +793.1% |
| All | +853.2% | +3.8% | +849.4% | +783.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling