+663.0%
TSEM vs UPST
-88.8%
+751.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.5% | +8.0% |
| 7D | +6.9% | -3.5% | +10.4% | +7.3% |
| 30D | +5.3% | -7.1% | +12.4% | +6.0% |
| 3M | -14.9% | -13.1% | -1.8% | -13.7% |
| 6M | +80.0% | -1.1% | +81.1% | +79.7% |
| YTD | +89.4% | -35.9% | +125.2% | +95.8% |
| 1Y | +253.1% | -57.4% | +310.5% | +277.0% |
| 3Y | +642.1% | -14.9% | +657.0% | +623.2% |
| All | +663.0% | -88.8% | +751.8% | +732.0% |
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