-49.4%
UPST vs TCOM
-39.6%
-9.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.2% | +6.2% | +8.8% |
| 7D | -3.1% | +10.7% | -13.8% | -5.1% |
| 30D | -4.0% | +10.1% | -14.0% | -5.8% |
| 3M | -22.9% | -8.9% | -14.0% | -21.6% |
| 6M | -27.1% | -19.2% | -8.0% | -23.3% |
| YTD | -46.5% | -40.6% | -5.9% | -42.6% |
| 1Y | -49.4% | -39.0% | -10.4% | -46.8% |
| All | -49.4% | -39.6% | -9.8% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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