+86.8%
TXN vs UPST
+7.9%
+79.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.0% |
| 7D | -0.1% | -3.5% | +3.5% | +0.2% |
| 30D | -6.9% | -7.1% | +0.2% | -6.4% |
| 3M | -14.9% | -13.1% | -1.9% | -14.1% |
| 6M | +29.0% | -1.1% | +30.1% | +28.3% |
| YTD | +51.5% | -35.9% | +87.3% | +55.2% |
| 1Y | +41.6% | -57.4% | +99.0% | +49.3% |
| 3Y | +65.8% | -14.9% | +80.7% | +57.3% |
| 5Y | +56.8% | -88.7% | +145.5% | +49.2% |
| All | +86.8% | +7.9% | +79.0% | +66.7% |
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