-4.8%
UPST vs TCOM
+19.5%
-24.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | -3.5% | -9.5% | +6.0% | +0.2% |
| 30D | -7.1% | -10.7% | +3.6% | -3.1% |
| 3M | -13.1% | -14.6% | +1.6% | -8.6% |
| 6M | -1.1% | -19.3% | +18.2% | +6.1% |
| YTD | -35.9% | -42.9% | +7.1% | -21.9% |
| 1Y | -57.4% | -43.8% | -13.6% | -47.8% |
| 3Y | -14.9% | +2.1% | -17.0% | -23.0% |
| 5Y | -88.7% | +31.2% | -119.9% | -92.2% |
| All | -4.8% | +19.5% | -24.4% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling