+87.1%
TXN vs UPST
-3.5%
+90.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.8% |
| 7D | +2.0% | -12.0% | +14.0% | +3.0% |
| 30D | -8.0% | -16.0% | +8.1% | -6.7% |
| 3M | -7.8% | -17.2% | +9.4% | -6.5% |
| 6M | +32.4% | -10.9% | +43.3% | +32.8% |
| YTD | +51.7% | -42.6% | +94.3% | +56.8% |
| 1Y | +44.3% | -59.8% | +104.1% | +53.0% |
| 3Y | +71.3% | -17.9% | +89.2% | +63.1% |
| 5Y | +56.4% | -90.7% | +147.1% | +50.5% |
| All | +87.1% | -3.5% | +90.6% | +68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling