+422.3%
TPR vs UPST
-21.5%
+443.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +7.9% | +0.5% |
| 7D | +12.1% | -4.5% | +16.6% | +12.5% |
| 30D | +16.7% | -15.3% | +32.0% | +18.5% |
| 3M | -17.4% | -32.4% | +15.1% | -14.4% |
| 6M | +2.3% | -29.5% | +31.8% | +5.1% |
| YTD | +7.1% | -53.3% | +60.5% | +13.9% |
| 1Y | +29.5% | -47.4% | +76.8% | +35.7% |
| 3Y | +415.0% | -2.2% | +417.3% | +380.5% |
| 5Y | +261.5% | -92.0% | +353.5% | +253.9% |
| All | +422.3% | -21.5% | +443.8% | +375.8% |
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