-9.9%
TNA vs UPST
-24.8%
+14.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.7% |
| 7D | +3.7% | -10.6% | +14.4% | +7.1% |
| 30D | +4.4% | -14.0% | +18.4% | +9.1% |
| 3M | -26.7% | -36.8% | +10.2% | -16.2% |
| 6M | -12.8% | -27.5% | +14.7% | -4.4% |
| YTD | +22.7% | -55.3% | +77.9% | +52.4% |
| 1Y | +35.7% | -47.5% | +83.2% | +61.4% |
| 3Y | +134.6% | -10.4% | +145.0% | +124.7% |
| 5Y | -46.0% | -92.6% | +46.6% | -37.6% |
| All | -9.9% | -24.8% | +14.8% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling