+125.1%
TXN vs UPST
-20.9%
+146.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | -0.5% | -12.1% | +11.5% | +0.5% |
| 30D | +10.5% | -13.4% | +23.9% | +11.7% |
| 3M | +10.7% | -31.2% | +41.9% | +13.8% |
| 6M | +5.1% | -28.3% | +33.4% | +7.5% |
| YTD | +82.5% | -53.0% | +135.4% | +91.4% |
| 1Y | +98.2% | -47.2% | +145.4% | +105.6% |
| 3Y | +128.4% | -1.5% | +129.9% | +116.0% |
| 5Y | +89.0% | -91.6% | +180.7% | +84.1% |
| All | +125.1% | -20.9% | +146.0% | +105.6% |
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