-49.4%
UPST vs TAP
+4.4%
-53.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.4% | +9.9% |
| 7D | -3.1% | +9.9% | -13.1% | -1.5% |
| 30D | -4.0% | +18.1% | -22.1% | -1.3% |
| 3M | -22.9% | +3.2% | -26.1% | -22.4% |
| 6M | -27.1% | +8.4% | -35.6% | -25.5% |
| YTD | -46.5% | -4.4% | -42.1% | -48.5% |
| 1Y | -49.4% | +3.2% | -52.7% | -52.3% |
| All | -49.4% | +4.4% | -53.8% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling