-77.0%
UPST vs TPG
+71.4%
-148.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +1.0% | +1.3% |
| 7D | -12.0% | -11.8% | -0.2% | +0.9% |
| 30D | -16.0% | -6.3% | -9.8% | -10.1% |
| 3M | -17.2% | +13.6% | -30.7% | -29.0% |
| 6M | -10.9% | +13.8% | -24.7% | -24.3% |
| YTD | -42.6% | -23.7% | -18.9% | -24.1% |
| 1Y | -59.8% | -18.2% | -41.6% | -51.6% |
| 3Y | -17.9% | +80.1% | -98.0% | -63.0% |
| All | -77.0% | +71.4% | -148.4% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling