+38.5%
TNA vs UPST
-48.7%
+87.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.4% | -5.0% | -0.5% |
| 7D | +2.4% | -3.1% | +5.6% | +3.8% |
| 30D | -0.9% | -4.0% | +3.1% | +0.9% |
| 3M | -19.2% | -22.9% | +3.7% | -8.2% |
| 6M | -0.8% | -27.1% | +26.3% | +14.8% |
| YTD | +33.2% | -46.5% | +79.7% | +71.5% |
| 1Y | +38.5% | -49.4% | +88.0% | +82.5% |
| All | +38.5% | -48.7% | +87.2% | +82.5% |
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