+421.8%
TPR vs UPST
-28.6%
+450.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -5.3% | +12.4% | +7.8% |
| 7D | +13.9% | -10.9% | +24.7% | +15.4% |
| 30D | +14.9% | -7.2% | +22.1% | +15.8% |
| 3M | -15.4% | -26.7% | +11.3% | -12.4% |
| 6M | -4.5% | -29.0% | +24.5% | -1.3% |
| YTD | +6.0% | -49.4% | +55.4% | +13.4% |
| 1Y | +24.3% | -47.0% | +71.3% | +31.9% |
| All | +421.8% | -28.6% | +450.4% | +403.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling