+41.0%
TMUS vs UPST
-93.6%
+134.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | +3.6% | -4.9% | +8.5% | +3.6% |
| 30D | -3.4% | -8.9% | +5.5% | -3.2% |
| 3M | -9.5% | -26.3% | +16.9% | -9.0% |
| 6M | -15.2% | -23.7% | +8.5% | -14.9% |
| YTD | -18.9% | -49.9% | +31.0% | -18.0% |
| 1Y | -17.7% | -42.0% | +24.3% | -17.2% |
| 3Y | +15.6% | -25.3% | +40.9% | +11.4% |
| All | +41.0% | -93.6% | +134.6% | +43.1% |
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 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