+317.2%
TSM vs UPST
-24.8%
+341.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.9% |
| 7D | +6.2% | -10.6% | +16.8% | +7.2% |
| 30D | -7.3% | -14.0% | +6.7% | -6.1% |
| 3M | -7.1% | -36.8% | +29.7% | -3.5% |
| 6M | +0.2% | -27.5% | +27.8% | +2.8% |
| YTD | +32.2% | -55.3% | +87.5% | +40.3% |
| 1Y | +42.8% | -47.5% | +90.3% | +49.3% |
| 3Y | +330.4% | -10.4% | +340.8% | +313.9% |
| 5Y | +263.9% | -92.6% | +356.5% | +263.7% |
| All | +317.2% | -24.8% | +341.9% | +283.4% |
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