-4.8%
TLT vs UPST
-47.3%
+42.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.1% | -4.9% | +5.0% | +0.3% |
| 30D | +6.2% | -8.9% | +15.1% | +6.5% |
| 3M | +0.1% | -26.3% | +26.4% | +1.1% |
| 6M | -3.0% | -23.7% | +20.8% | -2.1% |
| YTD | -2.7% | -49.9% | +47.2% | -1.0% |
| 1Y | -4.8% | -42.0% | +37.1% | -3.5% |
| All | -4.8% | -47.3% | +42.5% | -3.5% |
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