+14.4%
TFC vs UPST
-56.5%
+70.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +2.4% | -3.5% | +6.0% | +2.9% |
| 30D | -1.3% | -7.1% | +5.8% | -0.6% |
| 3M | +6.1% | -13.1% | +19.1% | +7.5% |
| 6M | +7.3% | -1.1% | +8.4% | +5.6% |
| YTD | +8.2% | -35.9% | +44.1% | +12.2% |
| 1Y | +14.4% | -57.4% | +71.8% | +19.6% |
| All | +14.4% | -56.5% | +70.9% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling