-6.8%
TYL vs UPST
-14.8%
+8.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.3% | +7.0% | +2.2% |
| 7D | +15.1% | -10.9% | +26.0% | +16.1% |
| 30D | +30.1% | -7.2% | +37.3% | +30.7% |
| 3M | +40.4% | -26.7% | +67.1% | +43.8% |
| 6M | +31.3% | -29.0% | +60.3% | +34.3% |
| YTD | -5.2% | -49.4% | +44.2% | -0.6% |
| 1Y | -6.6% | -47.0% | +40.4% | -2.7% |
| 3Y | +3.4% | -27.0% | +30.4% | -2.6% |
| 5Y | -19.3% | -93.3% | +74.1% | -22.6% |
| All | -6.8% | -14.8% | +8.0% | -14.4% |
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