+5.9%
TLN vs UPST
-49.8%
+55.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.2% |
| 7D | +11.0% | -10.6% | +21.7% | +13.3% |
| 30D | +4.9% | -14.0% | +18.9% | +7.3% |
| 3M | +4.9% | -36.8% | +41.8% | +14.9% |
| 6M | +7.1% | -27.5% | +34.6% | +12.5% |
| YTD | +0.3% | -55.3% | +55.6% | +16.1% |
| 1Y | +5.9% | -47.5% | +53.5% | +17.8% |
| All | +5.9% | -49.8% | +55.8% | +17.8% |
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