-33.6%
UPST vs TKO
+361.8%
-395.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +1.8% |
| 7D | -10.6% | +2.3% | -13.0% | -11.7% |
| 30D | -14.0% | +13.4% | -27.3% | -19.5% |
| 3M | -36.8% | -1.7% | -35.1% | -36.3% |
| 6M | -27.5% | +7.2% | -34.8% | -30.4% |
| YTD | -55.3% | -5.4% | -49.9% | -54.3% |
| 1Y | -47.5% | +8.7% | -56.2% | -50.2% |
| 3Y | -10.4% | +150.4% | -160.9% | -40.4% |
| 5Y | -92.6% | +276.6% | -369.2% | -96.3% |
| All | -33.6% | +361.8% | -395.4% | -70.6% |
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