-17.9%
TMUS vs UPST
-51.0%
+33.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.2% | -1.3% |
| 7D | +6.5% | -13.5% | +20.0% | +5.1% |
| 30D | +11.3% | -19.6% | +30.9% | +9.0% |
| 3M | -2.9% | -34.2% | +31.3% | -6.6% |
| 6M | -10.5% | -31.2% | +20.7% | -13.0% |
| YTD | -14.4% | -56.2% | +41.8% | -20.0% |
| 1Y | -17.9% | -51.7% | +33.8% | -22.8% |
| All | -17.9% | -51.0% | +33.1% | -22.8% |
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 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