+234.9%
TPR vs UPST
-92.5%
+327.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -0.3% | -10.6% | +10.4% | +1.2% |
| 30D | +15.1% | -14.0% | +29.1% | +17.1% |
| 3M | +3.5% | -36.8% | +40.4% | +9.6% |
| 6M | +0.4% | -27.5% | +28.0% | +3.5% |
| YTD | +4.6% | -55.3% | +59.9% | +13.8% |
| 1Y | +33.1% | -47.5% | +80.6% | +41.2% |
| 3Y | +396.0% | -10.4% | +406.4% | +350.1% |
| All | +234.9% | -92.5% | +327.4% | +251.6% |
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