-30.2%
UPST vs TMF
-90.3%
+60.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -12.1% | -3.4% | -8.7% | -11.5% |
| 30D | -13.4% | +11.5% | -24.9% | -14.9% |
| 3M | -31.2% | -4.5% | -26.7% | -30.7% |
| 6M | -28.3% | -15.0% | -13.4% | -26.4% |
| YTD | -53.0% | -19.9% | -33.1% | -51.4% |
| 1Y | -47.2% | -26.6% | -20.6% | -44.7% |
| 3Y | -1.5% | -29.8% | +28.3% | +1.9% |
| 5Y | -91.6% | -88.2% | -3.5% | -91.7% |
| All | -30.2% | -90.3% | +60.0% | -46.2% |
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