-92.9%
UPST vs TMF
-88.4%
-4.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +4.4% | +0.6% | +3.8% | +4.3% |
| 30D | -7.7% | +16.3% | -24.0% | -10.4% |
| 3M | -28.4% | -2.7% | -25.7% | -28.1% |
| 6M | -23.2% | -13.2% | -10.0% | -21.0% |
| YTD | -49.1% | -16.7% | -32.4% | -47.4% |
| 1Y | -42.4% | -22.7% | -19.6% | -39.7% |
| 3Y | +5.4% | -26.1% | +31.4% | +8.4% |
| 5Y | -92.9% | -88.4% | -4.5% | -92.7% |
| All | -92.9% | -88.4% | -4.5% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling