-4.8%
UPST vs TMF
-89.8%
+85.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -3.5% | -1.4% | -2.1% | -3.3% |
| 30D | -7.1% | -2.8% | -4.3% | -6.7% |
| 3M | -13.1% | -10.9% | -2.2% | -11.4% |
| 6M | -1.1% | -21.3% | +20.2% | +2.5% |
| YTD | -35.9% | -15.9% | -20.0% | -34.2% |
| 1Y | -57.4% | -15.7% | -41.7% | -56.4% |
| 3Y | -14.9% | -43.4% | +28.5% | -10.7% |
| 5Y | -88.7% | -87.8% | -0.9% | -88.9% |
| All | -4.8% | -89.8% | +85.0% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling