+55.2%
TSEM vs UPST
-44.0%
+99.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.2% | +10.4% |
| 7D | -2.0% | +4.4% | -6.4% | -3.3% |
| 30D | -33.4% | -7.7% | -25.7% | -31.7% |
| 3M | -39.7% | -28.4% | -11.3% | -33.6% |
| 6M | -27.8% | -23.2% | -4.7% | -22.5% |
| YTD | +29.7% | -49.1% | +78.8% | +44.5% |
| All | +55.2% | -44.0% | +99.3% | +63.5% |
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