-76.6%
UPST vs TPG
+74.1%
-150.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +0.2% |
| 7D | -8.8% | -9.4% | +0.7% | +1.5% |
| 30D | -12.1% | -5.3% | -6.8% | -6.9% |
| 3M | -19.5% | +12.9% | -32.4% | -30.6% |
| 6M | -6.8% | +20.1% | -26.9% | -25.4% |
| YTD | -41.5% | -22.5% | -19.0% | -23.9% |
| 1Y | -58.9% | -19.7% | -39.2% | -49.3% |
| 3Y | -15.2% | +81.2% | -96.4% | -62.0% |
| All | -76.6% | +74.1% | -150.7% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling