+169.6%
TD vs UPST
+7.9%
+161.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.3% |
| 7D | +0.3% | -3.5% | +3.9% | +0.5% |
| 30D | +0.4% | -7.1% | +7.5% | +0.7% |
| 3M | +7.6% | -13.1% | +20.7% | +8.1% |
| 6M | +25.0% | -1.1% | +26.1% | +24.6% |
| YTD | +31.0% | -35.9% | +66.9% | +32.7% |
| 1Y | +65.2% | -57.4% | +122.6% | +69.7% |
| 3Y | +122.5% | -14.9% | +137.4% | +114.7% |
| 5Y | +124.8% | -88.7% | +213.5% | +114.5% |
| All | +169.6% | +7.9% | +161.7% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling