-4.8%
UPST vs TAP
+5.3%
-10.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -3.5% | -2.3% | -1.2% | -3.0% |
| 30D | -7.1% | -2.1% | -5.0% | -6.6% |
| 3M | -13.1% | +6.6% | -19.7% | -14.6% |
| 6M | -1.1% | -11.5% | +10.4% | +1.5% |
| YTD | -35.9% | -10.3% | -25.6% | -35.1% |
| 1Y | -57.4% | -14.4% | -43.0% | -56.4% |
| 3Y | -14.9% | -28.3% | +13.4% | -8.4% |
| 5Y | -88.7% | +1.7% | -90.4% | -89.2% |
| All | -4.8% | +5.3% | -10.2% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling