-6.5%
UPST vs TAP
-23.8%
+17.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.6% | -8.3% |
| 7D | -4.5% | -4.5% | 0.0% | -3.9% |
| 30D | -15.3% | +7.5% | -22.8% | -16.2% |
| 3M | -32.4% | -4.9% | -27.6% | -32.0% |
| 6M | -29.5% | -3.5% | -26.0% | -29.2% |
| YTD | -53.3% | -11.4% | -41.9% | -53.1% |
| 1Y | -47.4% | -10.8% | -36.6% | -47.3% |
| All | -6.5% | -23.8% | +17.2% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling