+63.7%
TD vs UPST
-59.7%
+123.4%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.5% |
| 7D | +0.9% | -1.5% | +2.4% | +1.0% |
| 30D | -0.7% | -13.2% | +12.6% | +0.7% |
| 3M | +6.3% | -13.0% | +19.2% | +7.4% |
| 6M | +27.9% | -2.9% | +30.8% | +26.9% |
| YTD | +29.8% | -38.3% | +68.1% | +33.4% |
| 1Y | +63.7% | -60.5% | +124.1% | +68.9% |
| All | +63.7% | -59.7% | +123.4% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling