+771.6%
TSEM vs UPST
+3.8%
+767.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.8% |
| 7D | +10.4% | -1.5% | +11.9% | +10.6% |
| 30D | -12.9% | -13.2% | +0.3% | -11.9% |
| 3M | -9.2% | -13.0% | +3.8% | -8.1% |
| 6M | +98.8% | -2.9% | +101.7% | +98.8% |
| YTD | +87.2% | -38.3% | +125.5% | +93.2% |
| 1Y | +239.0% | -60.5% | +299.4% | +260.3% |
| 3Y | +679.5% | -11.7% | +691.2% | +661.3% |
| 5Y | +667.3% | -90.2% | +757.4% | +680.2% |
| All | +771.6% | +3.8% | +767.8% | +710.7% |
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 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