+176.4%
TD vs UPST
-21.5%
+197.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +8.0% | +0.1% |
| 7D | -0.7% | -4.5% | +3.8% | -0.5% |
| 30D | +7.6% | -15.3% | +22.9% | +8.3% |
| 3M | +3.0% | -32.4% | +35.5% | +4.7% |
| 6M | +16.8% | -29.5% | +46.4% | +18.3% |
| YTD | +34.3% | -53.3% | +87.7% | +37.9% |
| 1Y | +56.0% | -47.4% | +103.3% | +59.2% |
| 3Y | +132.4% | -2.2% | +134.6% | +123.8% |
| 5Y | +103.7% | -92.0% | +195.7% | +97.1% |
| All | +176.4% | -21.5% | +197.9% | +163.7% |
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