+236.4%
TSM vs UPST
-93.6%
+330.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.5% | +6.5% |
| 7D | -7.6% | -4.9% | -2.6% | -7.1% |
| 30D | -20.5% | -8.9% | -11.6% | -19.8% |
| 3M | -10.0% | -26.3% | +16.3% | -7.2% |
| 6M | -10.1% | -23.7% | +13.7% | -7.7% |
| YTD | +24.5% | -49.9% | +74.5% | +32.3% |
| 1Y | +31.2% | -42.0% | +73.2% | +37.0% |
| 3Y | +322.0% | -25.3% | +347.3% | +304.6% |
| All | +236.4% | -93.6% | +330.0% | +240.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling