-12.3%
TLN vs UPST
-47.3%
+35.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.1% | +8.2% | +7.3% |
| 7D | -1.3% | -4.9% | +3.6% | -0.5% |
| 30D | -10.5% | -8.9% | -1.6% | -9.1% |
| 3M | +0.1% | -26.3% | +26.4% | +6.3% |
| 6M | -17.4% | -23.7% | +6.3% | -13.8% |
| YTD | -9.7% | -49.9% | +40.3% | +2.5% |
| 1Y | -12.3% | -42.0% | +29.7% | -4.3% |
| All | -12.3% | -47.3% | +35.1% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling