+4.8%
TLT vs UPST
-0.8%
+5.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | -1.2% |
| 7D | -0.3% | -4.5% | +4.2% | -0.2% |
| 30D | +4.2% | -15.3% | +19.5% | +4.4% |
| 3M | -0.2% | -32.4% | +32.2% | +0.4% |
| 6M | -3.8% | -29.5% | +25.7% | -3.3% |
| YTD | -3.6% | -53.3% | +49.8% | -2.6% |
| 1Y | -5.4% | -47.4% | +41.9% | -4.7% |
| All | +4.8% | -0.8% | +5.6% | +0.8% |
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 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