+826.9%
TTMI vs UPST
-11.9%
+838.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.5% | +9.1% |
| 7D | +5.9% | -3.5% | +9.4% | +6.5% |
| 30D | -4.3% | -7.1% | +2.8% | -3.3% |
| 3M | -32.0% | -13.1% | -19.0% | -30.4% |
| 6M | +19.5% | -1.1% | +20.6% | +18.8% |
| YTD | +82.0% | -35.9% | +117.9% | +92.0% |
| 1Y | +172.6% | -57.4% | +230.0% | +202.8% |
| All | +826.9% | -11.9% | +838.9% | +756.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling