+40.6%
T vs UPST
-21.5%
+62.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.9% | +0.7% |
| 7D | +2.6% | -4.5% | +7.1% | +2.6% |
| 30D | -1.1% | -15.3% | +14.2% | -0.9% |
| 3M | -7.7% | -32.4% | +24.7% | -7.4% |
| 6M | -10.6% | -29.5% | +18.9% | -10.4% |
| YTD | -7.5% | -53.3% | +45.9% | -6.9% |
| 1Y | -7.4% | -47.4% | +39.9% | -7.0% |
| 3Y | +63.1% | -2.2% | +65.3% | +60.0% |
| 5Y | +55.2% | -92.0% | +147.2% | +50.1% |
| All | +40.6% | -21.5% | +62.1% | +43.1% |
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