-91.1%
UPST vs TKO
+306.8%
-397.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.9% | -2.7% |
| 7D | -8.1% | +0.7% | -8.8% | -8.6% |
| 30D | -14.3% | +0.9% | -15.2% | -14.9% |
| 3M | -16.6% | -6.2% | -10.5% | -13.9% |
| 6M | -7.3% | -5.6% | -1.6% | -4.9% |
| YTD | -40.8% | -7.8% | -32.9% | -38.5% |
| 1Y | -62.4% | -1.2% | -61.2% | -62.7% |
| 3Y | -15.3% | +106.5% | -121.8% | -42.8% |
| 5Y | -91.1% | +310.4% | -401.4% | -96.5% |
| All | -91.1% | +306.8% | -397.8% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling