-11.7%
UPST vs TCOM
+13.4%
-25.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.5% |
| 7D | -1.5% | -7.6% | +6.1% | +0.5% |
| 30D | -13.2% | -12.2% | -1.0% | -10.4% |
| 3M | -13.0% | -14.2% | +1.2% | -10.0% |
| 6M | -2.9% | -25.0% | +22.1% | +4.1% |
| YTD | -38.3% | -43.7% | +5.4% | -29.2% |
| 1Y | -60.5% | -44.5% | -15.9% | -54.4% |
| 3Y | -11.7% | +13.4% | -25.2% | -0.1% |
| All | -11.7% | +13.4% | -25.2% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling