-8.2%
TYL vs UPST
-24.8%
+16.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | +0.8% | -10.6% | +11.5% | +1.8% |
| 30D | +21.1% | -14.0% | +35.1% | +22.4% |
| 3M | +28.9% | -36.8% | +65.8% | +33.7% |
| 6M | +42.0% | -27.5% | +69.5% | +44.9% |
| YTD | -6.6% | -55.3% | +48.7% | -1.1% |
| 1Y | -9.1% | -47.5% | +38.5% | -5.1% |
| 3Y | +1.8% | -10.4% | +12.3% | -5.5% |
| 5Y | -22.9% | -92.6% | +69.7% | -25.8% |
| All | -8.2% | -24.8% | +16.6% | -14.8% |
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