-30.7%
UPST vs TMF
-90.3%
+59.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.9% | -4.4% | -7.6% |
| 7D | -4.5% | -1.1% | -3.4% | -4.3% |
| 30D | -15.3% | +11.8% | -27.1% | -16.8% |
| 3M | -32.4% | -4.0% | -28.4% | -32.0% |
| 6M | -29.5% | -16.5% | -13.0% | -27.5% |
| YTD | -53.3% | -19.9% | -33.4% | -51.7% |
| 1Y | -47.4% | -25.6% | -21.8% | -45.0% |
| 3Y | -2.2% | -29.9% | +27.7% | +1.2% |
| 5Y | -92.0% | -88.2% | -3.8% | -92.1% |
| All | -30.7% | -90.3% | +59.5% | -46.5% |
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