-57.4%
UPST vs TCOM
-42.5%
-14.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | -3.5% | -9.5% | +6.0% | -1.2% |
| 30D | -7.1% | -10.7% | +3.6% | -4.6% |
| 3M | -13.1% | -14.6% | +1.6% | -9.6% |
| 6M | -1.1% | -19.3% | +18.2% | +4.6% |
| YTD | -35.9% | -42.9% | +7.1% | -27.8% |
| 1Y | -57.4% | -43.8% | -13.6% | -52.5% |
| All | -57.4% | -42.5% | -14.9% | -52.5% |
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