+139.8%
TDG vs UPST
-26.3%
+166.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.9% | +3.5% | -3.0% |
| 7D | +1.2% | -13.5% | +14.7% | +2.0% |
| 30D | +8.1% | -19.6% | +27.8% | +9.3% |
| 3M | -2.6% | -34.2% | +31.6% | -0.5% |
| 6M | +1.0% | -31.2% | +32.2% | +2.7% |
| YTD | -9.5% | -56.2% | +46.7% | -6.1% |
| 1Y | -8.0% | -51.7% | +43.6% | -5.2% |
| 3Y | +41.8% | -8.2% | +50.0% | +36.7% |
| 5Y | +125.1% | -92.8% | +217.9% | +119.5% |
| All | +139.8% | -26.3% | +166.2% | +131.8% |
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