+131.7%
TDG vs UPST
+7.9%
+123.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -2.0% | -3.5% | +1.5% | -1.8% |
| 30D | -7.4% | -7.1% | -0.3% | -7.1% |
| 3M | -5.4% | -13.1% | +7.7% | -4.8% |
| 6M | -11.6% | -1.1% | -10.5% | -11.9% |
| YTD | -12.6% | -35.9% | +23.2% | -11.1% |
| 1Y | -9.3% | -57.4% | +48.1% | -6.1% |
| 3Y | +49.2% | -14.9% | +64.0% | +43.7% |
| 5Y | +132.1% | -88.7% | +220.8% | +121.8% |
| All | +131.7% | +7.9% | +123.8% | +119.6% |
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 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