-7.5%
TSCO vs UPST
-90.4%
+82.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +14.3% | -16.6% | +30.9% | +15.4% |
| 6M | -31.9% | -7.3% | -24.6% | -31.8% |
| YTD | -30.7% | -40.8% | +10.1% | -28.9% |
| 1Y | -41.1% | -62.4% | +21.4% | -38.0% |
| 3Y | -17.1% | -15.3% | -1.8% | -21.4% |
| 5Y | -7.5% | -91.1% | +83.5% | -9.9% |
| All | -7.5% | -90.4% | +82.9% | -9.9% |
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