+581.7%
TLN vs UPST
-9.0%
+590.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 3M | -16.2% | -13.1% | -3.1% | -14.8% |
| 6M | -5.8% | -1.1% | -4.7% | -6.4% |
| YTD | -15.4% | -35.9% | +20.4% | -11.6% |
| 1Y | -16.7% | -57.4% | +40.7% | -9.1% |
| 3Y | +473.8% | -14.9% | +488.6% | +479.5% |
| All | +581.7% | -9.0% | +590.7% | +589.3% |
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 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