+49.4%
TTWO vs UPST
-14.8%
+64.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | -0.4% |
| 7D | -1.6% | -1.5% | -0.1% | -1.5% |
| 30D | -13.5% | -13.2% | -0.3% | -12.6% |
| 3M | +0.3% | -13.0% | +13.3% | +1.2% |
| 6M | +0.8% | -2.9% | +3.7% | +0.6% |
| YTD | -16.7% | -38.3% | +21.6% | -14.6% |
| 1Y | -14.3% | -60.5% | +46.2% | -10.2% |
| 3Y | +49.4% | -11.7% | +61.1% | +47.8% |
| All | +49.4% | -14.8% | +64.2% | +47.8% |
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