+95.2%
TJX vs UPST
-90.4%
+185.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.9% | -1.9% |
| 7D | -4.0% | -8.1% | +4.1% | -3.5% |
| 30D | -20.3% | -14.3% | -6.0% | -19.6% |
| 3M | -23.3% | -16.6% | -6.6% | -22.6% |
| 6M | -19.7% | -7.3% | -12.5% | -19.9% |
| YTD | -17.1% | -40.8% | +23.7% | -15.2% |
| 1Y | -8.8% | -62.4% | +53.6% | -4.4% |
| 3Y | +43.4% | -15.3% | +58.7% | +33.4% |
| 5Y | +95.2% | -91.1% | +186.3% | +96.3% |
| All | +95.2% | -90.4% | +185.7% | +96.3% |
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 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