+80.3%
TGT vs UPST
-62.0%
+142.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.9% | -2.8% |
| 7D | -3.6% | -8.1% | +4.5% | -2.7% |
| 30D | +4.4% | -14.3% | +18.7% | +6.0% |
| 3M | +25.4% | -16.6% | +42.0% | +27.2% |
| 6M | +33.4% | -7.3% | +40.6% | +32.7% |
| YTD | +65.6% | -40.8% | +106.4% | +71.7% |
| 1Y | +80.3% | -62.4% | +142.7% | +84.8% |
| All | +80.3% | -62.0% | +142.3% | +84.8% |
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 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