+126.5%
TDG vs UPST
-90.4%
+216.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.4% |
| 7D | -2.4% | -8.1% | +5.7% | -1.8% |
| 30D | -8.0% | -14.3% | +6.3% | -7.0% |
| 3M | -10.5% | -16.6% | +6.2% | -9.4% |
| 6M | -11.9% | -7.3% | -4.6% | -11.9% |
| YTD | -15.4% | -40.8% | +25.4% | -12.9% |
| 1Y | -14.2% | -62.4% | +48.2% | -9.2% |
| 3Y | +51.0% | -15.3% | +66.4% | +42.6% |
| 5Y | +126.5% | -91.1% | +217.5% | +124.0% |
| All | +126.5% | -90.4% | +216.9% | +124.0% |
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