+177.3%
TD vs UPST
-14.4%
+191.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.4% |
| 7D | -0.6% | +4.4% | -5.1% | -0.8% |
| 30D | +7.9% | -7.7% | +15.6% | +8.3% |
| 3M | +3.1% | -28.4% | +31.6% | +4.5% |
| 6M | +17.2% | -23.2% | +40.4% | +18.2% |
| YTD | +34.7% | -49.1% | +83.9% | +37.8% |
| 1Y | +56.9% | -42.4% | +99.3% | +59.5% |
| 3Y | +134.7% | +5.4% | +129.4% | +125.4% |
| 5Y | +104.8% | -92.9% | +197.7% | +97.7% |
| All | +177.3% | -14.4% | +191.7% | +163.5% |
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