-14.8%
UPST vs TKO
+346.3%
-361.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.6% |
| 7D | -12.0% | +0.1% | -12.1% | -12.2% |
| 30D | -16.0% | -2.6% | -13.4% | -14.9% |
| 3M | -17.2% | -7.8% | -9.4% | -13.9% |
| 6M | -10.9% | -7.0% | -3.8% | -8.0% |
| YTD | -42.6% | -8.5% | -34.1% | -40.3% |
| 1Y | -59.8% | -1.3% | -58.5% | -59.9% |
| 3Y | -17.9% | +105.0% | -122.9% | -40.8% |
| 5Y | -90.7% | +292.9% | -383.6% | -95.3% |
| All | -14.8% | +346.3% | -361.2% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling