+28.6%
TSCO vs UPST
-3.5%
+32.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -1.3% |
| 7D | -3.1% | -12.0% | +8.9% | -2.5% |
| 30D | -4.4% | -16.0% | +11.7% | -3.5% |
| 3M | +9.7% | -17.2% | +26.9% | +10.6% |
| 6M | -32.4% | -10.9% | -21.5% | -32.2% |
| YTD | -31.7% | -42.6% | +10.9% | -30.1% |
| 1Y | -41.3% | -59.8% | +18.5% | -39.1% |
| 3Y | -18.3% | -17.9% | -0.4% | -21.1% |
| 5Y | -10.3% | -90.7% | +80.5% | -13.7% |
| All | +28.6% | -3.5% | +32.0% | +15.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling