+55.1%
TJX vs UPST
0.0%
+55.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -5.7% | -12.1% | +6.3% | -5.4% |
| 30D | -3.9% | -13.4% | +9.6% | -3.5% |
| 3M | -12.1% | -31.2% | +19.1% | -11.2% |
| 6M | -7.8% | -28.3% | +20.6% | -7.1% |
| YTD | -10.4% | -53.0% | +42.6% | -8.8% |
| 1Y | -5.5% | -47.2% | +41.7% | -4.3% |
| All | +55.1% | 0.0% | +55.1% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling