-33.6%
UPST vs TMF
-90.8%
+57.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.4% |
| 7D | -10.6% | -9.3% | -1.4% | -9.1% |
| 30D | -14.0% | +1.9% | -15.9% | -14.2% |
| 3M | -36.8% | -11.2% | -25.6% | -35.6% |
| 6M | -27.5% | -17.7% | -9.8% | -25.1% |
| YTD | -55.3% | -24.5% | -30.8% | -53.3% |
| 1Y | -47.5% | -29.4% | -18.1% | -44.7% |
| 3Y | -10.4% | -33.4% | +23.0% | -6.4% |
| 5Y | -92.6% | -88.7% | -3.9% | -92.6% |
| All | -33.6% | -90.8% | +57.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling