+101.5%
TD vs UPST
-93.6%
+195.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.5% |
| 7D | -1.7% | -4.9% | +3.2% | -1.4% |
| 30D | +8.2% | -8.9% | +17.1% | +8.7% |
| 3M | +1.7% | -26.3% | +28.0% | +3.3% |
| 6M | +14.2% | -23.7% | +38.0% | +15.6% |
| YTD | +32.8% | -49.9% | +82.7% | +36.9% |
| 1Y | +55.5% | -42.0% | +97.5% | +58.8% |
| 3Y | +129.6% | -25.3% | +154.9% | +119.6% |
| All | +101.5% | -93.6% | +195.1% | +96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling