-46.0%
TSLL vs UPST
-48.7%
+2.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +9.4% | -15.7% | -10.8% |
| 7D | -9.4% | -3.1% | -6.3% | -8.7% |
| 30D | +1.6% | -4.0% | +5.6% | +2.3% |
| 3M | +29.4% | -22.9% | +52.3% | +46.4% |
| 6M | -20.1% | -27.1% | +7.0% | -6.7% |
| YTD | -44.5% | -46.5% | +2.0% | -30.6% |
| 1Y | -46.0% | -49.4% | +3.4% | -31.8% |
| All | -46.0% | -48.7% | +2.7% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling