+9.6%
TSN vs UPST
-14.4%
+24.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | +4.9% | +4.4% | +0.5% | +4.8% |
| 30D | +12.1% | -7.7% | +19.7% | +12.2% |
| 3M | +4.1% | -28.4% | +32.5% | +4.6% |
| 6M | -10.9% | -23.2% | +12.3% | -10.6% |
| YTD | +4.8% | -49.1% | +53.9% | +5.7% |
| 1Y | +17.6% | -42.4% | +60.0% | +18.3% |
| 3Y | +43.2% | +5.4% | +37.9% | +39.3% |
| 5Y | -13.9% | -92.9% | +79.0% | -16.3% |
| All | +9.6% | -14.4% | +24.0% | +9.3% |
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 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