+476.5%
TSEM vs UPST
-4.9%
+481.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.1% | -9.1% | -7.3% |
| 7D | +7.0% | -10.6% | +17.6% | +9.1% |
| 30D | -29.8% | -14.0% | -15.8% | -27.9% |
| 3M | -41.9% | -36.8% | -5.1% | -37.2% |
| 6M | -45.8% | -27.5% | -18.2% | -42.8% |
| YTD | +25.1% | -55.3% | +80.4% | +40.4% |
| 1Y | +48.2% | -47.5% | +95.8% | +61.9% |
| 3Y | +476.5% | -10.4% | +486.9% | +488.5% |
| All | +476.5% | -4.9% | +481.4% | +488.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling