-25.7%
UPST vs TAP
+4.9%
-30.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.1% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | -8.9% | +9.1% | -18.0% | -10.9% |
| 3M | -26.3% | -3.8% | -22.5% | -25.8% |
| 6M | -23.7% | -3.4% | -20.3% | -23.6% |
| YTD | -49.9% | -10.6% | -39.3% | -49.4% |
| 1Y | -42.0% | -4.4% | -37.6% | -42.7% |
| 3Y | -25.3% | -24.4% | -0.9% | -21.0% |
| 5Y | -93.4% | +2.1% | -95.5% | -93.7% |
| All | -25.7% | +4.9% | -30.6% | -32.2% |
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