-93.3%
UPST vs TMF
-87.8%
-5.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.4% |
| 7D | -10.9% | +2.7% | -13.6% | -11.4% |
| 30D | -7.2% | +19.3% | -26.5% | -10.4% |
| 3M | -26.7% | -3.7% | -23.0% | -26.2% |
| 6M | -29.0% | -11.3% | -17.7% | -27.3% |
| YTD | -49.4% | -16.6% | -32.8% | -47.7% |
| 1Y | -47.0% | -21.1% | -25.9% | -44.7% |
| 3Y | -27.0% | -26.8% | -0.2% | -25.0% |
| 5Y | -93.3% | -88.0% | -5.3% | -93.4% |
| All | -93.3% | -87.8% | -5.5% | -93.4% |
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