-18.0%
TSN vs UPST
-92.5%
+74.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -0.8% |
| 7D | -1.4% | -10.6% | +9.2% | -1.2% |
| 30D | +8.5% | -14.0% | +22.5% | +8.8% |
| 3M | +5.3% | -36.8% | +42.1% | +6.3% |
| 6M | -10.5% | -27.5% | +17.0% | -10.0% |
| YTD | +3.0% | -55.3% | +58.2% | +4.5% |
| 1Y | +12.1% | -47.5% | +59.7% | +13.3% |
| 3Y | +43.1% | -10.4% | +53.5% | +37.4% |
| All | -18.0% | -92.5% | +74.5% | -19.5% |
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