-5.9%
TSN vs UPST
+7.9%
-13.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | -6.3% | -3.5% | -2.8% | -6.3% |
| 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% | -9.5% |
| 1Y | -5.3% | -57.4% | +52.2% | -4.1% |
| 3Y | +8.5% | -14.9% | +23.4% | +6.0% |
| 5Y | -22.9% | -88.7% | +65.7% | -25.4% |
| All | -5.9% | +7.9% | -13.8% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling