-22.7%
TGT vs UPST
-90.2%
+67.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.8% | -0.7% |
| 7D | -0.6% | -1.5% | +0.9% | -0.5% |
| 30D | +9.5% | -13.2% | +22.7% | +10.9% |
| 3M | +32.3% | -13.0% | +45.2% | +33.6% |
| 6M | +37.0% | -2.9% | +39.9% | +36.2% |
| YTD | +71.0% | -38.3% | +109.3% | +76.6% |
| 1Y | +85.0% | -60.5% | +145.5% | +98.1% |
| 3Y | +46.8% | -11.7% | +58.6% | +35.2% |
| 5Y | -22.7% | -90.2% | +67.4% | -28.4% |
| All | -22.7% | -90.2% | +67.5% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling