-22.4%
TYL vs UPST
-93.6%
+71.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | +6.7% | -4.9% | +11.6% | +7.2% |
| 30D | +26.5% | -8.9% | +35.4% | +27.6% |
| 3M | +37.3% | -26.3% | +63.6% | +41.5% |
| 6M | +31.2% | -23.7% | +54.9% | +33.9% |
| YTD | -7.4% | -49.9% | +42.6% | -1.5% |
| 1Y | -9.6% | -42.0% | +32.4% | -5.6% |
| 3Y | +1.9% | -25.3% | +27.2% | -7.3% |
| All | -22.4% | -93.6% | +71.2% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling