-75.3%
UPST vs TPG
+85.9%
-161.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -0.2% |
| 7D | -1.5% | -2.9% | +1.4% | +1.7% |
| 30D | -13.2% | +5.0% | -18.3% | -18.0% |
| 3M | -13.0% | +24.9% | -37.9% | -32.9% |
| 6M | -2.9% | +21.1% | -24.0% | -22.8% |
| YTD | -38.3% | -17.3% | -21.0% | -25.3% |
| 1Y | -60.5% | -9.8% | -50.6% | -57.3% |
| 3Y | -11.7% | +95.4% | -107.2% | -63.6% |
| All | -75.3% | +85.9% | -161.2% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling