-12.1%
UPST vs TCOM
+14.2%
-26.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -2.8% |
| 7D | -8.1% | -10.2% | +2.1% | -4.3% |
| 30D | -14.3% | -16.8% | +2.5% | -8.1% |
| 3M | -16.6% | -16.7% | 0.0% | -11.5% |
| 6M | -7.3% | -27.1% | +19.8% | +3.6% |
| YTD | -40.8% | -45.5% | +4.7% | -26.6% |
| 1Y | -62.4% | -45.9% | -16.6% | -53.3% |
| 3Y | -15.3% | +9.8% | -25.1% | -26.1% |
| 5Y | -91.1% | +23.8% | -114.9% | -93.7% |
| All | -12.1% | +14.2% | -26.3% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling