+86.2%
TFC vs UPST
-29.4%
+115.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +1.2% | -4.9% | +6.1% | +1.7% |
| 30D | +8.3% | -8.9% | +17.2% | +9.3% |
| 3M | -5.2% | -26.3% | +21.1% | -2.0% |
| 6M | -0.8% | -23.7% | +22.9% | +1.5% |
| YTD | +3.4% | -49.9% | +53.4% | +10.3% |
| 1Y | +17.0% | -42.0% | +59.0% | +22.2% |
| 3Y | +86.2% | -25.3% | +111.5% | +76.6% |
| All | +86.2% | -29.4% | +115.6% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling