-59.8%
UPST vs TKO
-2.5%
-57.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.6% |
| 7D | -12.0% | +0.1% | -12.1% | -12.1% |
| 30D | -16.0% | -2.6% | -13.4% | -14.7% |
| 3M | -17.2% | -7.8% | -9.4% | -13.6% |
| 6M | -10.9% | -7.0% | -3.8% | -8.4% |
| YTD | -42.6% | -8.5% | -34.1% | -40.2% |
| 1Y | -59.8% | -1.3% | -58.5% | -61.3% |
| All | -59.8% | -2.5% | -57.3% | -61.3% |
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