+80.5%
TSEM vs UPST
-48.7%
+129.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +9.4% | -18.2% | -11.3% |
| 7D | -23.1% | -3.1% | -20.0% | -22.3% |
| 30D | -40.4% | -4.0% | -36.4% | -39.7% |
| 3M | -37.9% | -22.9% | -15.0% | -33.5% |
| 6M | -30.8% | -27.1% | -3.7% | -25.2% |
| YTD | +26.7% | -46.5% | +73.3% | +38.3% |
| 1Y | +80.5% | -49.4% | +129.9% | +98.6% |
| All | +80.5% | -48.7% | +129.2% | +98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling