+112.4%
TJX vs UPST
-91.7%
+204.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -5.7% | -12.1% | +6.3% | -5.0% |
| 30D | -3.9% | -13.4% | +9.6% | -3.1% |
| 3M | -12.1% | -31.2% | +19.1% | -10.3% |
| 6M | -7.8% | -28.3% | +20.6% | -6.4% |
| YTD | -10.4% | -53.0% | +42.6% | -7.1% |
| 1Y | -5.5% | -47.2% | +41.7% | -3.0% |
| 3Y | +55.0% | -1.5% | +56.5% | +42.4% |
| All | +112.4% | -91.7% | +204.1% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling