+130.5%
TD vs UPST
-6.9%
+137.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | 0.0% |
| 7D | +0.6% | -13.5% | +14.1% | +1.4% |
| 30D | +5.0% | -19.6% | +24.6% | +6.2% |
| 3M | +1.1% | -34.2% | +35.3% | +3.3% |
| 6M | +16.5% | -31.2% | +47.7% | +18.5% |
| YTD | +34.3% | -56.2% | +90.5% | +39.0% |
| 1Y | +52.9% | -51.7% | +104.5% | +57.4% |
| All | +130.5% | -6.9% | +137.4% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling