+445.9%
TTMI vs UPST
-24.8%
+470.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.1% |
| 7D | +11.4% | -10.6% | +22.0% | +12.6% |
| 30D | -28.3% | -14.0% | -14.3% | -27.3% |
| 3M | -46.7% | -36.8% | -9.8% | -44.4% |
| 6M | -56.1% | -27.5% | -28.6% | -54.9% |
| YTD | +7.4% | -55.3% | +62.6% | +14.5% |
| 1Y | +17.4% | -47.5% | +64.9% | +23.6% |
| 3Y | +429.1% | -10.4% | +439.6% | +416.8% |
| 5Y | +418.8% | -92.6% | +511.4% | +406.2% |
| All | +445.9% | -24.8% | +470.7% | +421.1% |
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 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