+105.6%
TJX vs UPST
-1.6%
+107.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -4.6% | -8.8% | +4.2% | -4.2% |
| 30D | -17.2% | -12.1% | -5.1% | -16.7% |
| 3M | -24.9% | -19.5% | -5.4% | -24.3% |
| 6M | -19.7% | -6.8% | -12.8% | -19.8% |
| YTD | -17.2% | -41.5% | +24.3% | -15.8% |
| 1Y | -9.4% | -58.9% | +49.4% | -6.6% |
| 3Y | +43.1% | -15.2% | +58.2% | +36.7% |
| 5Y | +96.7% | -90.5% | +187.2% | +88.2% |
| All | +105.6% | -1.6% | +107.2% | +93.5% |
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