+10.4%
TTWO vs UPST
-1.6%
+12.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -0.8% |
| 7D | +0.4% | -8.8% | +9.1% | +1.0% |
| 30D | -11.3% | -12.1% | +0.7% | -10.6% |
| 3M | +1.6% | -19.5% | +21.1% | +3.1% |
| 6M | +2.1% | -6.8% | +8.9% | +2.1% |
| YTD | -15.8% | -41.5% | +25.6% | -13.1% |
| 1Y | -12.6% | -58.9% | +46.2% | -7.9% |
| 3Y | +48.2% | -15.2% | +63.4% | +40.1% |
| 5Y | +40.0% | -90.5% | +130.5% | +33.5% |
| All | +10.4% | -1.6% | +12.0% | +0.3% |
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 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