+781.6%
TSEM vs UPST
+7.9%
+773.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.5% | +8.0% |
| 7D | +6.9% | -3.5% | +10.4% | +7.2% |
| 30D | +5.3% | -7.1% | +12.4% | +5.9% |
| 3M | -14.9% | -13.1% | -1.8% | -13.9% |
| 6M | +80.0% | -1.1% | +81.1% | +79.8% |
| YTD | +89.4% | -35.9% | +125.2% | +94.8% |
| 1Y | +253.1% | -57.4% | +310.5% | +273.1% |
| 3Y | +642.1% | -14.9% | +657.0% | +625.1% |
| 5Y | +659.1% | -88.7% | +747.8% | +666.1% |
| All | +781.6% | +7.9% | +773.7% | +717.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling