+127.3%
TDG vs UPST
-1.6%
+128.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.1% |
| 7D | -1.9% | -8.8% | +6.9% | -1.4% |
| 30D | -7.7% | -12.1% | +4.4% | -7.1% |
| 3M | -9.3% | -19.5% | +10.2% | -8.3% |
| 6M | -9.4% | -6.8% | -2.5% | -9.4% |
| YTD | -14.3% | -41.5% | +27.2% | -12.3% |
| 1Y | -11.8% | -58.9% | +47.0% | -8.4% |
| 3Y | +52.0% | -15.2% | +67.1% | +46.5% |
| 5Y | +128.8% | -90.5% | +219.4% | +119.9% |
| All | +127.3% | -1.6% | +128.9% | +116.6% |
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 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