+12.4%
TSN vs UPST
-47.2%
+59.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +9.0% | +0.6% |
| 7D | +5.8% | -4.5% | +10.3% | +5.8% |
| 30D | +12.8% | -15.3% | +28.2% | +12.5% |
| 3M | +6.5% | -32.4% | +38.9% | +5.7% |
| 6M | -10.3% | -29.5% | +19.3% | -10.8% |
| YTD | +5.5% | -53.3% | +58.9% | +4.6% |
| All | +12.4% | -47.2% | +59.6% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling