-42.0%
UPST vs TAP
-6.0%
-36.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -1.7% |
| 7D | -4.9% | +0.5% | -5.4% | -4.5% |
| 30D | -8.9% | +9.1% | -18.0% | -7.4% |
| 3M | -26.3% | -3.8% | -22.5% | -26.5% |
| 6M | -23.7% | -3.4% | -20.3% | -23.4% |
| YTD | -49.9% | -10.6% | -39.3% | -52.2% |
| 1Y | -42.0% | -4.4% | -37.6% | -45.7% |
| All | -42.0% | -6.0% | -36.0% | -45.7% |
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 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