+12.0%
TGT vs UPST
-21.5%
+33.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.3% | +6.5% | -1.2% |
| 7D | +5.5% | -4.5% | +10.0% | +5.9% |
| 30D | +6.0% | -15.3% | +21.4% | +7.3% |
| 3M | +8.0% | -32.4% | +40.4% | +11.0% |
| 6M | +32.3% | -29.5% | +61.8% | +35.1% |
| YTD | +71.3% | -53.3% | +124.6% | +79.2% |
| 1Y | +86.8% | -47.4% | +134.2% | +93.4% |
| 3Y | +67.9% | -2.2% | +70.1% | +58.0% |
| 5Y | -25.1% | -92.0% | +67.0% | -28.1% |
| All | +12.0% | -21.5% | +33.5% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling