-21.2%
TYL vs UPST
+7.9%
-29.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.9% |
| 7D | -3.7% | -3.5% | -0.1% | -3.4% |
| 30D | +18.7% | -7.1% | +25.9% | +19.4% |
| 3M | +18.1% | -13.1% | +31.2% | +19.1% |
| 6M | -1.1% | -1.1% | 0.0% | -1.8% |
| YTD | -19.8% | -35.9% | +16.0% | -17.5% |
| 1Y | -34.3% | -57.4% | +23.1% | -30.4% |
| 3Y | -8.2% | -14.9% | +6.6% | -14.6% |
| 5Y | -25.4% | -88.7% | +63.2% | -30.4% |
| All | -21.2% | +7.9% | -29.1% | -28.9% |
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