+273.0%
TSEM vs UPST
-93.6%
+366.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +6.0% | +5.0% |
| 7D | -17.5% | -4.9% | -12.6% | -17.1% |
| 30D | -44.7% | -8.9% | -35.8% | -44.1% |
| 3M | -38.9% | -26.3% | -12.6% | -37.0% |
| 6M | -36.7% | -23.7% | -12.9% | -35.0% |
| YTD | +17.0% | -49.9% | +66.9% | +24.0% |
| 1Y | +62.8% | -42.0% | +104.8% | +70.1% |
| 3Y | +471.3% | -25.3% | +496.6% | +469.0% |
| All | +273.0% | -93.6% | +366.6% | +310.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling