+455.1%
TTMI vs UPST
-14.4%
+469.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +1.6% | +11.6% | +13.1% |
| 7D | -1.6% | +4.4% | -6.0% | -2.1% |
| 30D | -37.7% | -7.7% | -30.1% | -37.3% |
| 3M | -45.1% | -28.4% | -16.7% | -43.5% |
| 6M | -52.1% | -23.2% | -28.9% | -51.1% |
| YTD | +9.2% | -49.1% | +58.3% | +15.0% |
| 1Y | +12.9% | -42.4% | +55.3% | +17.8% |
| 3Y | +445.5% | +5.4% | +440.1% | +425.1% |
| 5Y | +427.9% | -92.9% | +520.8% | +409.5% |
| All | +455.1% | -14.4% | +469.5% | +423.5% |
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