+39.8%
TSCO vs UPST
-24.8%
+64.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | +0.3% | -10.6% | +10.9% | +0.8% |
| 30D | +11.3% | -14.0% | +25.3% | +12.1% |
| 3M | +1.5% | -36.8% | +38.3% | +3.8% |
| 6M | +24.0% | -27.5% | +51.5% | +25.6% |
| YTD | -25.7% | -55.3% | +29.6% | -23.1% |
| 1Y | -33.6% | -47.5% | +14.0% | -31.9% |
| 3Y | -1.5% | -10.4% | +8.9% | -4.9% |
| 5Y | -9.6% | -92.6% | +83.0% | -12.1% |
| All | +39.8% | -24.8% | +64.6% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling