+479.0%
TLN vs UPST
-13.8%
+492.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.0% |
| 7D | +7.1% | -3.5% | +10.6% | +7.6% |
| 30D | -3.9% | -7.1% | +3.2% | -2.9% |
| 3M | -16.2% | -13.1% | -3.1% | -14.6% |
| 6M | -5.8% | -1.1% | -4.7% | -6.6% |
| YTD | -15.4% | -35.9% | +20.4% | -11.1% |
| 1Y | -16.7% | -57.4% | +40.7% | -8.0% |
| All | +479.0% | -13.8% | +492.8% | +486.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling