-44.2%
TNA vs UPST
-93.3%
+49.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.6% | +8.0% | +9.0% |
| 7D | +2.3% | +4.4% | -2.1% | +0.9% |
| 30D | +1.4% | -7.7% | +9.0% | +4.5% |
| 3M | -21.1% | -28.4% | +7.4% | -10.9% |
| 6M | -9.4% | -23.2% | +13.8% | -0.5% |
| YTD | +29.6% | -49.1% | +78.8% | +62.5% |
| 1Y | +34.6% | -42.4% | +77.0% | +61.6% |
| 3Y | +155.9% | +5.4% | +150.5% | +115.3% |
| 5Y | -44.2% | -92.9% | +48.8% | -21.4% |
| All | -44.2% | -93.3% | +49.2% | -21.4% |
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