-4.8%
UPST vs TDY
+57.0%
-61.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.2% |
| 7D | -3.5% | -1.8% | -1.7% | -1.4% |
| 30D | -7.1% | -10.7% | +3.6% | +6.0% |
| 3M | -13.1% | -1.3% | -11.8% | -12.1% |
| 6M | -1.1% | -10.6% | +9.5% | +11.6% |
| YTD | -35.9% | +19.6% | -55.4% | -50.6% |
| 1Y | -57.4% | +11.6% | -69.1% | -64.3% |
| 3Y | -14.9% | +45.2% | -60.1% | -48.3% |
| 5Y | -88.7% | +36.1% | -124.7% | -92.3% |
| All | -4.8% | +57.0% | -61.8% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling