+47.1%
TMUS vs UPST
+7.9%
+39.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.4% |
| 7D | +0.1% | -3.5% | +3.6% | +0.1% |
| 30D | +5.3% | -7.1% | +12.4% | +5.3% |
| 3M | +3.1% | -13.1% | +16.2% | +3.3% |
| 6M | -16.5% | -1.1% | -15.4% | -16.6% |
| YTD | -9.2% | -35.9% | +26.7% | -8.8% |
| 1Y | -26.5% | -57.4% | +30.9% | -25.7% |
| 3Y | +39.0% | -14.9% | +53.9% | +35.9% |
| 5Y | +40.4% | -88.7% | +129.0% | +35.8% |
| All | +47.1% | +7.9% | +39.2% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling