+36.7%
TMUS vs UPST
-14.4%
+51.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +4.1% |
| 7D | +5.3% | +4.4% | +0.9% | +5.3% |
| 30D | +13.5% | -7.7% | +21.2% | +13.6% |
| 3M | -4.2% | -28.4% | +24.2% | -3.9% |
| 6M | -11.9% | -23.2% | +11.3% | -11.7% |
| YTD | -15.6% | -49.1% | +33.5% | -15.0% |
| 1Y | -16.8% | -42.4% | +25.6% | -16.5% |
| 3Y | +20.8% | +5.4% | +15.4% | +17.5% |
| 5Y | +48.0% | -92.9% | +140.9% | +43.4% |
| All | +36.7% | -14.4% | +51.1% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling