-91.6%
UPST vs TAP
+0.6%
-92.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.5% |
| 7D | -10.6% | +1.3% | -11.9% | -10.9% |
| 30D | -14.0% | +5.7% | -19.7% | -15.2% |
| 3M | -36.8% | -1.9% | -34.9% | -36.7% |
| 6M | -27.5% | +0.9% | -28.5% | -28.1% |
| YTD | -55.3% | -9.5% | -45.8% | -55.0% |
| 1Y | -47.5% | -9.0% | -38.6% | -47.3% |
| 3Y | -10.4% | -22.2% | +11.8% | -5.9% |
| All | -91.6% | +0.6% | -92.3% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling