+14.6%
TMUS vs UPST
-28.6%
+43.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.2% | +0.8% |
| 7D | +9.0% | -10.9% | +19.9% | +8.9% |
| 30D | -3.2% | -7.2% | +4.0% | -3.3% |
| 3M | -6.9% | -26.7% | +19.8% | -7.1% |
| 6M | -16.4% | -29.0% | +12.5% | -16.6% |
| YTD | -19.6% | -49.4% | +29.7% | -19.7% |
| 1Y | -19.9% | -47.0% | +27.1% | -20.1% |
| All | +14.6% | -28.6% | +43.2% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling