-16.3%
UPST vs TMF
-42.2%
+25.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -3.5% | -1.4% | -2.1% | -3.2% |
| 30D | -7.1% | -2.8% | -4.3% | -6.4% |
| 3M | -13.1% | -10.9% | -2.2% | -10.6% |
| 6M | -1.1% | -21.3% | +20.2% | +4.3% |
| YTD | -35.9% | -15.9% | -20.0% | -33.3% |
| 1Y | -57.4% | -15.7% | -41.7% | -55.9% |
| All | -16.3% | -42.2% | +25.9% | -14.2% |
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 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