-13.2%
UPST vs TDY
+55.2%
-68.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +0.5% |
| 7D | -8.8% | -1.1% | -7.6% | -7.5% |
| 30D | -12.1% | -12.0% | 0.0% | +2.3% |
| 3M | -19.5% | -3.2% | -16.3% | -16.7% |
| 6M | -6.8% | -7.9% | +1.0% | +1.6% |
| YTD | -41.5% | +18.2% | -59.7% | -54.3% |
| 1Y | -58.9% | +6.7% | -65.5% | -63.4% |
| 3Y | -15.2% | +47.5% | -62.7% | -49.5% |
| 5Y | -90.5% | +39.5% | -130.0% | -93.6% |
| All | -13.2% | +55.2% | -68.4% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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