+825.6%
TTMI vs UPST
+7.9%
+817.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.5% | +9.0% |
| 7D | +5.9% | -3.5% | +9.4% | +6.2% |
| 30D | -4.3% | -7.1% | +2.8% | -3.7% |
| 3M | -32.0% | -13.1% | -19.0% | -31.2% |
| 6M | +19.5% | -1.1% | +20.6% | +19.2% |
| YTD | +82.0% | -35.9% | +117.9% | +87.8% |
| 1Y | +172.6% | -57.4% | +230.0% | +189.9% |
| 3Y | +744.7% | -14.9% | +759.5% | +715.7% |
| 5Y | +805.6% | -88.7% | +894.2% | +753.0% |
| All | +825.6% | +7.9% | +817.7% | +754.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling