-4.8%
UPST vs TKO
+337.8%
-342.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | -3.5% | +0.7% | -4.3% | -3.9% |
| 30D | -7.1% | +1.6% | -8.7% | -8.0% |
| 3M | -13.1% | -7.8% | -5.3% | -9.5% |
| 6M | -1.1% | -13.3% | +12.2% | +6.1% |
| YTD | -35.9% | -10.3% | -25.6% | -32.5% |
| 1Y | -57.4% | -0.6% | -56.8% | -57.6% |
| 3Y | -14.9% | +88.5% | -103.4% | -36.3% |
| 5Y | -88.7% | +284.7% | -373.4% | -94.2% |
| All | -4.8% | +337.8% | -342.6% | -56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling