-36.7%
TSEM vs UPST
-21.8%
-14.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +6.0% | +5.2% |
| 7D | -17.5% | -4.9% | -12.6% | -15.8% |
| 30D | -44.7% | -8.9% | -35.8% | -42.5% |
| 3M | -38.9% | -26.3% | -12.6% | -31.8% |
| 6M | -36.7% | -23.7% | -12.9% | -27.8% |
| All | -36.7% | -21.8% | -14.9% | -27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling