+323.5%
TSM vs UPST
-3.8%
+327.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.3% | +10.3% | +3.2% |
| 7D | -2.1% | -4.5% | +2.4% | -1.5% |
| 30D | -12.5% | -15.3% | +2.8% | -10.6% |
| 3M | -5.0% | -32.4% | +27.4% | -0.1% |
| 6M | -3.2% | -29.5% | +26.3% | +1.1% |
| YTD | +31.5% | -53.3% | +84.8% | +43.0% |
| 1Y | +35.7% | -47.4% | +83.1% | +45.0% |
| 3Y | +323.5% | -2.2% | +325.7% | +309.3% |
| All | +323.5% | -3.8% | +327.3% | +309.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling