+306.6%
TSM vs UPST
-14.4%
+321.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.4% |
| 7D | -2.5% | +4.4% | -6.9% | -2.9% |
| 30D | -14.3% | -7.7% | -6.6% | -13.7% |
| 3M | -7.2% | -28.4% | +21.2% | -4.6% |
| 6M | -5.1% | -23.2% | +18.0% | -3.2% |
| YTD | +28.9% | -49.1% | +78.0% | +35.3% |
| 1Y | +37.1% | -42.4% | +79.4% | +42.2% |
| 3Y | +341.5% | +5.4% | +336.1% | +318.9% |
| 5Y | +245.7% | -92.9% | +338.6% | +244.0% |
| All | +306.6% | -14.4% | +321.0% | +269.6% |
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