-22.0%
TSN vs UPST
-88.8%
+66.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | -6.3% | -3.5% | -2.8% | -6.2% |
| 30D | -10.8% | -7.1% | -3.7% | -10.7% |
| 3M | -8.8% | -13.1% | +4.3% | -8.6% |
| 6M | -16.8% | -1.1% | -15.7% | -17.0% |
| YTD | -10.0% | -35.9% | +25.9% | -9.4% |
| 1Y | -5.3% | -57.4% | +52.2% | -3.8% |
| 3Y | +8.5% | -14.9% | +23.4% | +4.8% |
| All | -22.0% | -88.8% | +66.8% | -26.2% |
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