-30.7%
UPST vs TAP
+4.0%
-34.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.6% | -8.3% |
| 7D | -4.5% | -4.5% | 0.0% | -3.5% |
| 30D | -15.3% | +7.5% | -22.8% | -16.9% |
| 3M | -32.4% | -4.9% | -27.6% | -31.8% |
| 6M | -29.5% | -3.5% | -26.0% | -29.4% |
| YTD | -53.3% | -11.4% | -41.9% | -52.8% |
| 1Y | -47.4% | -10.8% | -36.6% | -46.9% |
| 3Y | -2.2% | -24.5% | +22.3% | +3.3% |
| 5Y | -92.0% | +2.5% | -94.5% | -92.4% |
| All | -30.7% | +4.0% | -34.7% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling