+124.7%
TDG vs UPST
-92.3%
+217.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.8% | +1.2% |
| 7D | +1.4% | -4.5% | +5.9% | +1.7% |
| 30D | +10.6% | -15.3% | +25.9% | +11.8% |
| 3M | +0.2% | -32.4% | +32.6% | +2.9% |
| 6M | +0.9% | -29.5% | +30.4% | +3.0% |
| YTD | -7.8% | -53.3% | +45.5% | -3.6% |
| 1Y | -4.9% | -47.4% | +42.4% | -1.6% |
| 3Y | +44.5% | -2.2% | +46.7% | +35.0% |
| All | +124.7% | -92.3% | +217.0% | +128.5% |
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