+121.5%
TXN vs UPST
-3.8%
+125.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.9% | +2.6% |
| 7D | -3.8% | -4.5% | +0.7% | -3.3% |
| 30D | +6.4% | -15.3% | +21.7% | +8.3% |
| 3M | +7.7% | -32.4% | +40.1% | +12.3% |
| 6M | +5.5% | -29.5% | +35.0% | +9.1% |
| YTD | +77.0% | -53.3% | +130.3% | +89.5% |
| 1Y | +91.2% | -47.4% | +138.6% | +101.2% |
| 3Y | +121.5% | -2.2% | +123.7% | +109.0% |
| All | +121.5% | -3.8% | +125.3% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling