-8.5%
TJX vs UPST
-62.6%
+54.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | -4.4% | -12.0% | +7.6% | -4.2% |
| 30D | -18.6% | -16.0% | -2.5% | -18.4% |
| 3M | -24.4% | -17.2% | -7.2% | -24.3% |
| 6M | -20.2% | -10.9% | -9.4% | -20.6% |
| YTD | -16.9% | -42.6% | +25.7% | -16.9% |
| 1Y | -8.5% | -59.8% | +51.3% | -8.9% |
| All | -8.5% | -62.6% | +54.1% | -8.9% |
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