+347.5%
TSM vs UPST
+7.9%
+339.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.0% |
| 7D | +2.7% | -3.5% | +6.3% | +3.0% |
| 30D | +3.6% | -7.1% | +10.7% | +4.2% |
| 3M | -3.4% | -13.1% | +9.7% | -2.3% |
| 6M | +20.6% | -1.1% | +21.7% | +20.2% |
| YTD | +41.9% | -35.9% | +77.7% | +46.0% |
| 1Y | +84.4% | -57.4% | +141.8% | +95.4% |
| 3Y | +380.2% | -14.9% | +395.1% | +358.6% |
| 5Y | +275.3% | -88.7% | +364.0% | +262.3% |
| All | +347.5% | +7.9% | +339.7% | +299.0% |
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