+82.9%
TSLA vs UPST
-21.5%
+104.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.7% | +1.9% |
| 7D | -4.7% | -4.5% | -0.2% | -4.1% |
| 30D | -0.8% | -15.3% | +14.5% | +1.7% |
| 3M | +14.8% | -32.4% | +47.2% | +22.2% |
| 6M | -11.3% | -29.5% | +18.2% | -6.5% |
| YTD | -15.6% | -53.3% | +37.8% | -5.7% |
| 1Y | -14.7% | -47.4% | +32.7% | -6.9% |
| 3Y | +76.9% | -2.2% | +79.1% | +61.9% |
| 5Y | +6.7% | -92.0% | +98.7% | +7.4% |
| All | +82.9% | -21.5% | +104.4% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling