-57.4%
UPST vs TKO
+1.2%
-58.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.6% |
| 7D | -3.5% | +0.7% | -4.3% | -4.0% |
| 30D | -7.1% | +1.6% | -8.7% | -8.0% |
| 3M | -13.1% | -7.8% | -5.3% | -9.3% |
| 6M | -1.1% | -13.3% | +12.2% | +6.2% |
| YTD | -35.9% | -10.3% | -25.6% | -32.3% |
| 1Y | -57.4% | -0.6% | -56.8% | -58.4% |
| All | -57.4% | +1.2% | -58.6% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling