+8.0%
TMO vs UPST
-90.4%
+98.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.5% | +0.7% |
| 7D | -0.5% | -8.1% | +7.6% | +0.2% |
| 30D | +1.0% | -14.3% | +15.3% | +2.1% |
| 3M | +22.7% | -16.6% | +39.4% | +24.1% |
| 6M | +19.0% | -7.3% | +26.3% | +19.1% |
| YTD | +4.7% | -40.8% | +45.5% | +7.9% |
| 1Y | +26.0% | -62.4% | +88.4% | +33.3% |
| 3Y | +18.0% | -15.3% | +33.3% | +12.8% |
| 5Y | +8.0% | -91.1% | +99.0% | +1.4% |
| All | +8.0% | -90.4% | +98.4% | +1.4% |
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