-10.4%
UPST vs TMF
-32.2%
+21.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.5% |
| 7D | -10.6% | -9.3% | -1.4% | -8.0% |
| 30D | -14.0% | +1.9% | -15.9% | -14.3% |
| 3M | -36.8% | -11.2% | -25.6% | -34.6% |
| 6M | -27.5% | -17.7% | -9.8% | -23.4% |
| YTD | -55.3% | -24.5% | -30.8% | -51.9% |
| 1Y | -47.5% | -29.4% | -18.1% | -42.9% |
| 3Y | -10.4% | -33.4% | +23.0% | -12.0% |
| All | -10.4% | -32.2% | +21.8% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling