+167.1%
TD vs UPST
+3.8%
+163.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.7% |
| 7D | +0.9% | -1.5% | +2.4% | +0.9% |
| 30D | -0.7% | -13.2% | +12.6% | -0.1% |
| 3M | +6.3% | -13.0% | +19.2% | +6.8% |
| 6M | +27.9% | -2.9% | +30.8% | +27.7% |
| YTD | +29.8% | -38.3% | +68.1% | +31.7% |
| 1Y | +63.7% | -60.5% | +124.1% | +68.6% |
| 3Y | +128.3% | -11.7% | +140.1% | +120.1% |
| 5Y | +125.5% | -90.2% | +215.7% | +115.8% |
| All | +167.1% | +3.8% | +163.3% | +152.0% |
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