-19.2%
TNA vs UPST
-90.2%
+71.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +0.1% |
| 7D | +4.1% | -1.5% | +5.6% | +4.6% |
| 30D | -7.6% | -13.2% | +5.6% | -2.8% |
| 3M | +8.1% | -13.0% | +21.0% | +13.5% |
| 6M | +49.0% | -2.9% | +51.9% | +49.2% |
| YTD | +51.7% | -38.3% | +90.0% | +77.2% |
| 1Y | +59.6% | -60.5% | +120.1% | +116.4% |
| 3Y | +118.9% | -11.7% | +130.6% | +91.0% |
| 5Y | -19.2% | -90.2% | +71.0% | -0.2% |
| All | -19.2% | -90.2% | +71.0% | -0.2% |
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