+370.4%
TPR vs UPST
+7.9%
+362.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.2% |
| 7D | -2.3% | -3.5% | +1.2% | -1.9% |
| 30D | -23.0% | -7.1% | -15.8% | -22.6% |
| 3M | -12.5% | -13.1% | +0.6% | -11.6% |
| 6M | -21.4% | -1.1% | -20.3% | -22.2% |
| YTD | -3.5% | -35.9% | +32.3% | -0.5% |
| 1Y | +17.4% | -57.4% | +74.8% | +25.7% |
| 3Y | +291.3% | -14.9% | +306.1% | +266.8% |
| 5Y | +241.9% | -88.7% | +330.6% | +224.2% |
| All | +370.4% | +7.9% | +362.5% | +315.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling