+4.7%
TNA vs UPST
-1.6%
+6.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.5% |
| 7D | -7.3% | -8.8% | +1.5% | -4.8% |
| 30D | -14.2% | -12.1% | -2.1% | -11.0% |
| 3M | -4.6% | -19.5% | +14.9% | +1.4% |
| 6M | +36.9% | -6.8% | +43.8% | +39.1% |
| YTD | +42.5% | -41.5% | +84.0% | +63.9% |
| 1Y | +45.8% | -58.9% | +104.6% | +84.0% |
| 3Y | +104.7% | -15.2% | +119.8% | +93.9% |
| 5Y | -21.7% | -90.5% | +68.8% | -16.1% |
| All | +4.7% | -1.6% | +6.3% | -8.0% |
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 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