+471.3%
TSEM vs UPST
-29.4%
+500.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +6.0% | +5.0% |
| 7D | -17.5% | -4.9% | -12.6% | -16.8% |
| 30D | -44.7% | -8.9% | -35.8% | -43.8% |
| 3M | -38.9% | -26.3% | -12.6% | -35.8% |
| 6M | -36.7% | -23.7% | -12.9% | -34.0% |
| YTD | +17.0% | -49.9% | +66.9% | +28.2% |
| 1Y | +62.8% | -42.0% | +104.8% | +74.3% |
| 3Y | +471.3% | -25.3% | +496.6% | +488.2% |
| All | +471.3% | -29.4% | +500.7% | +488.2% |
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 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