+120.0%
TJX vs UPST
-24.8%
+144.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | -0.3% | -10.6% | +10.3% | +0.1% |
| 30D | -5.6% | -14.0% | +8.4% | -5.0% |
| 3M | -12.3% | -36.8% | +24.5% | -10.6% |
| 6M | -7.7% | -27.5% | +19.8% | -6.7% |
| YTD | -11.4% | -55.3% | +43.9% | -8.9% |
| 1Y | -7.0% | -47.5% | +40.5% | -5.2% |
| 3Y | +53.3% | -10.4% | +63.7% | +46.2% |
| 5Y | +109.9% | -92.6% | +202.5% | +103.0% |
| All | +120.0% | -24.8% | +144.8% | +109.3% |
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