-52.1%
TSLL vs UPST
-21.2%
-30.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +10.3% |
| 7D | -14.3% | +4.4% | -18.7% | -15.7% |
| 30D | -6.2% | -7.7% | +1.5% | -3.9% |
| 3M | +21.2% | -28.4% | +49.6% | +37.2% |
| 6M | -36.6% | -23.2% | -13.4% | -29.6% |
| YTD | -47.8% | -49.1% | +1.4% | -33.8% |
| 1Y | -45.2% | -42.4% | -2.9% | -33.8% |
| 3Y | -3.3% | +5.4% | -8.6% | -10.5% |
| All | -52.1% | -21.2% | -30.9% | -61.7% |
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