-60.3%
TSLL vs UPST
-21.6%
-38.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.3% | -16.6% | -19.8% |
| 7D | -28.9% | -10.9% | -18.0% | -25.8% |
| 30D | -21.4% | -7.2% | -14.2% | -19.7% |
| 3M | +5.0% | -26.7% | +31.7% | +17.8% |
| 6M | -36.6% | -29.0% | -7.6% | -27.7% |
| YTD | -56.6% | -49.4% | -7.3% | -44.9% |
| 1Y | -60.9% | -47.0% | -13.9% | -51.3% |
| 3Y | -25.2% | -27.0% | +1.8% | -23.8% |
| All | -60.3% | -21.6% | -38.7% | -68.2% |
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