-55.4%
TSLL vs UPST
-0.7%
-54.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -11.2% |
| 7D | +1.9% | -3.5% | +5.4% | +3.5% |
| 30D | +17.8% | -7.1% | +24.9% | +21.7% |
| 3M | -37.0% | -13.1% | -23.9% | -32.3% |
| 6M | -37.7% | -1.1% | -36.6% | -36.8% |
| YTD | -51.4% | -35.9% | -15.5% | -43.1% |
| 1Y | -23.4% | -57.4% | +34.1% | +3.3% |
| 3Y | -30.8% | -14.9% | -15.9% | -33.6% |
| All | -55.4% | -0.7% | -54.8% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling