+366.4%
TTMI vs UPST
-93.6%
+460.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.1% | +8.0% | +7.0% |
| 7D | -19.8% | -4.9% | -14.9% | -19.3% |
| 30D | -48.1% | -8.9% | -39.3% | -47.6% |
| 3M | -51.2% | -26.3% | -24.9% | -49.5% |
| 6M | -59.6% | -23.7% | -35.9% | -58.4% |
| YTD | -3.6% | -49.9% | +46.3% | +3.5% |
| 1Y | -2.3% | -42.0% | +39.6% | +3.3% |
| 3Y | +369.4% | -25.3% | +394.7% | +352.3% |
| All | +366.4% | -93.6% | +460.0% | +343.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling