+29.5%
TPR vs UPST
-48.7%
+78.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.3% | +7.9% | +0.4% |
| 7D | +12.1% | -4.5% | +16.6% | +12.3% |
| 30D | +16.7% | -15.3% | +32.0% | +18.0% |
| 3M | -17.4% | -32.4% | +15.1% | -14.9% |
| 6M | +2.3% | -29.5% | +31.8% | +4.4% |
| YTD | +7.1% | -53.3% | +60.5% | +11.6% |
| 1Y | +29.5% | -47.4% | +76.8% | +30.5% |
| All | +29.5% | -48.7% | +78.1% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling