-27.5%
UPST vs TKO
+7.7%
-35.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +1.7% |
| 7D | -10.6% | +2.3% | -13.0% | -11.9% |
| 30D | -14.0% | +13.4% | -27.3% | -20.5% |
| 3M | -36.8% | -1.7% | -35.1% | -36.1% |
| 6M | -27.5% | +7.2% | -34.8% | -34.2% |
| All | -27.5% | +7.7% | -35.2% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling