-35.0%
UPST vs TKO
+358.6%
-393.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.1% | -5.4% |
| 7D | -13.5% | +2.6% | -16.1% | -14.7% |
| 30D | -19.6% | +11.6% | -31.3% | -24.2% |
| 3M | -34.2% | -0.1% | -34.1% | -34.2% |
| 6M | -31.2% | +6.7% | -37.9% | -33.8% |
| YTD | -56.2% | -6.0% | -50.2% | -55.1% |
| 1Y | -51.7% | +8.5% | -60.2% | -54.0% |
| 3Y | -8.2% | +150.9% | -159.2% | -38.9% |
| 5Y | -92.8% | +274.0% | -366.8% | -96.4% |
| All | -35.0% | +358.6% | -393.7% | -71.1% |
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