-60.5%
UPST vs TAP
-19.0%
-41.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -4.4% |
| 7D | -1.5% | -2.3% | +0.8% | -1.8% |
| 30D | -13.2% | -9.4% | -3.8% | -14.8% |
| 3M | -13.0% | -0.8% | -12.2% | -12.3% |
| 6M | -2.9% | -14.7% | +11.9% | -6.1% |
| YTD | -38.3% | -13.9% | -24.4% | -41.4% |
| 1Y | -60.5% | -18.6% | -41.8% | -62.7% |
| All | -60.5% | -19.0% | -41.5% | -62.7% |
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