+5.4%
UPST vs TCOM
+31.7%
-26.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | +4.4% | +7.4% | -3.0% | +2.6% |
| 30D | -7.7% | +13.2% | -20.9% | -10.6% |
| 3M | -28.4% | -4.6% | -23.9% | -27.8% |
| 6M | -23.2% | -16.4% | -6.8% | -20.1% |
| YTD | -49.1% | -38.8% | -10.4% | -43.1% |
| 1Y | -42.4% | -37.3% | -5.0% | -36.0% |
| 3Y | +5.4% | +31.4% | -26.1% | +21.6% |
| All | +5.4% | +31.7% | -26.4% | +21.6% |
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