-25.7%
UPST vs TMF
-89.9%
+64.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | -4.9% | +1.2% | -6.1% | -5.1% |
| 30D | -8.9% | +19.7% | -28.6% | -11.5% |
| 3M | -26.3% | -2.1% | -24.2% | -26.1% |
| 6M | -23.7% | -13.4% | -10.3% | -22.0% |
| YTD | -49.9% | -16.7% | -33.2% | -48.6% |
| 1Y | -42.0% | -23.3% | -18.6% | -39.7% |
| 3Y | -25.3% | -24.8% | -0.5% | -23.7% |
| 5Y | -93.4% | -88.0% | -5.3% | -93.5% |
| All | -25.7% | -89.9% | +64.2% | -43.1% |
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