+503.8%
TSEM vs UPST
-14.4%
+518.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.2% | +10.7% |
| 7D | -2.0% | +4.4% | -6.4% | -2.4% |
| 30D | -33.4% | -7.7% | -25.7% | -33.0% |
| 3M | -39.7% | -28.4% | -11.3% | -38.0% |
| 6M | -27.8% | -23.2% | -4.7% | -26.3% |
| YTD | +29.7% | -49.1% | +78.8% | +36.0% |
| 1Y | +81.1% | -42.4% | +123.5% | +88.1% |
| 3Y | +529.3% | +5.4% | +523.9% | +515.6% |
| 5Y | +315.0% | -92.9% | +407.9% | +331.3% |
| All | +503.8% | -14.4% | +518.3% | +470.8% |
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