+115.5%
TJX vs UPST
+7.9%
+107.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | 0.0% |
| 7D | -2.2% | -3.5% | +1.3% | -2.1% |
| 30D | -17.1% | -7.1% | -10.0% | -16.9% |
| 3M | -16.5% | -13.1% | -3.4% | -16.1% |
| 6M | -17.8% | -1.1% | -16.7% | -18.1% |
| YTD | -13.2% | -35.9% | +22.6% | -12.1% |
| 1Y | -5.2% | -57.4% | +52.2% | -2.4% |
| 3Y | +48.2% | -14.9% | +63.1% | +41.6% |
| 5Y | +99.8% | -88.7% | +188.4% | +90.4% |
| All | +115.5% | +7.9% | +107.6% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling