-17.3%
TSCO vs UPST
-16.7%
-0.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.4% | -3.4% |
| 7D | -2.5% | -8.1% | +5.6% | -1.9% |
| 30D | -1.1% | -14.3% | +13.2% | -0.1% |
| 3M | +14.3% | -16.6% | +30.9% | +15.5% |
| 6M | -31.9% | -7.3% | -24.6% | -31.8% |
| YTD | -30.7% | -40.8% | +10.1% | -28.8% |
| 1Y | -41.1% | -62.4% | +21.4% | -37.9% |
| All | -17.3% | -16.7% | -0.5% | -23.7% |
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 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