+253.1%
TSEM vs UPST
-56.5%
+309.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.5% | +8.3% |
| 7D | +6.9% | -3.5% | +10.4% | +7.8% |
| 30D | +5.3% | -7.1% | +12.4% | +7.0% |
| 3M | -14.9% | -13.1% | -1.8% | -12.4% |
| 6M | +80.0% | -1.1% | +81.1% | +77.7% |
| YTD | +89.4% | -35.9% | +125.2% | +95.6% |
| 1Y | +253.1% | -57.4% | +310.5% | +243.2% |
| All | +253.1% | -56.5% | +309.6% | +243.2% |
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