-54.3%
TSLL vs UPST
-47.3%
-7.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.1% | +9.8% | +9.2% |
| 7D | -21.2% | -4.9% | -16.3% | -19.2% |
| 30D | -13.3% | -8.9% | -4.4% | -9.8% |
| 3M | +15.4% | -26.3% | +41.7% | +35.3% |
| 6M | -34.2% | -23.7% | -10.5% | -23.0% |
| YTD | -52.9% | -49.9% | -3.0% | -37.5% |
| 1Y | -54.3% | -42.0% | -12.4% | -45.1% |
| All | -54.3% | -47.3% | -7.0% | -45.1% |
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