+43.1%
TSN vs UPST
-4.9%
+48.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -0.8% |
| 7D | -1.4% | -10.6% | +9.2% | -1.3% |
| 30D | +8.5% | -14.0% | +22.5% | +8.6% |
| 3M | +5.3% | -36.8% | +42.1% | +5.7% |
| 6M | -10.5% | -27.5% | +17.0% | -10.4% |
| YTD | +3.0% | -55.3% | +58.2% | +3.6% |
| 1Y | +12.1% | -47.5% | +59.7% | +12.5% |
| 3Y | +43.1% | -10.4% | +53.5% | +28.4% |
| All | +43.1% | -4.9% | +48.0% | +28.4% |
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