+714.4%
TLN vs UPST
-33.3%
+747.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.1% | +4.8% |
| 7D | +15.9% | -12.1% | +28.0% | +17.9% |
| 30D | -0.3% | -13.4% | +13.2% | +1.3% |
| 3M | +5.8% | -31.2% | +37.0% | +10.7% |
| 6M | -1.2% | -28.3% | +27.1% | +2.4% |
| YTD | +1.0% | -53.0% | +54.0% | +9.6% |
| 1Y | +1.1% | -47.2% | +48.3% | +8.0% |
| 3Y | +591.7% | -1.5% | +593.2% | +617.2% |
| All | +714.4% | -33.3% | +747.7% | +754.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling