-5.8%
TLT vs UPST
-48.7%
+42.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | -1.0% |
| 7D | -0.3% | -4.5% | +4.2% | -0.1% |
| 30D | +3.7% | -15.3% | +19.0% | +4.3% |
| 3M | -0.7% | -32.4% | +31.8% | +0.7% |
| 6M | -4.2% | -29.5% | +25.3% | -3.0% |
| YTD | -4.0% | -53.3% | +49.4% | -2.0% |
| 1Y | -5.8% | -47.4% | +41.5% | -4.2% |
| All | -5.8% | -48.7% | +42.8% | -4.2% |
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