-21.2%
TMUS vs UPST
-48.7%
+27.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.3% | +3.9% |
| 7D | +7.5% | -3.1% | +10.6% | +7.2% |
| 30D | -3.3% | -4.0% | +0.7% | -3.6% |
| 3M | -9.7% | -22.9% | +13.2% | -11.6% |
| 6M | -17.2% | -27.1% | +9.9% | -19.2% |
| YTD | -20.3% | -46.5% | +26.2% | -23.1% |
| 1Y | -21.2% | -49.4% | +28.2% | -24.1% |
| All | -21.2% | -48.7% | +27.5% | -24.1% |
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