-34.5%
TLT vs UPST
-92.5%
+58.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.6% | -0.5% |
| 7D | -3.1% | -10.6% | +7.5% | -3.0% |
| 30D | +1.0% | -14.0% | +15.0% | +1.2% |
| 3M | -2.7% | -36.8% | +34.1% | -2.2% |
| 6M | -4.1% | -27.5% | +23.4% | -3.8% |
| YTD | -5.4% | -55.3% | +49.9% | -4.6% |
| 1Y | -7.0% | -47.5% | +40.5% | -6.5% |
| 3Y | +2.8% | -10.4% | +13.3% | +1.6% |
| All | -34.5% | -92.5% | +58.0% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling