+3.2%
TJX vs UPST
-48.7%
+51.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.4% | -4.2% | +4.9% |
| 7D | +4.6% | -3.1% | +7.8% | +4.6% |
| 30D | +7.7% | -4.0% | +11.7% | +7.6% |
| 3M | -7.8% | -22.9% | +15.1% | -7.6% |
| 6M | -5.8% | -27.1% | +21.3% | -5.7% |
| YTD | -4.9% | -46.5% | +41.6% | -4.4% |
| 1Y | +3.2% | -49.4% | +52.6% | +3.7% |
| All | +3.2% | -48.7% | +51.8% | +3.7% |
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