-11.1%
TTWO vs UPST
-62.6%
+51.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.8% | +3.2% |
| 7D | +1.3% | -12.0% | +13.3% | +3.3% |
| 30D | -13.4% | -16.0% | +2.6% | -11.2% |
| 3M | +3.1% | -17.2% | +20.3% | +5.6% |
| 6M | +3.8% | -10.9% | +14.6% | +4.2% |
| YTD | -15.3% | -42.6% | +27.3% | -10.8% |
| 1Y | -11.1% | -59.8% | +48.7% | -5.6% |
| All | -11.1% | -62.6% | +51.5% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling