+3.8%
UPST vs TSLQ
-97.2%
+101.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.4% | -2.3% |
| 7D | -12.0% | +5.7% | -17.7% | -10.2% |
| 30D | -16.0% | -21.1% | +5.1% | -21.0% |
| 3M | -17.2% | -11.5% | -5.6% | -15.7% |
| 6M | -10.9% | -14.9% | +4.0% | -6.5% |
| YTD | -42.6% | +2.4% | -45.0% | -34.7% |
| 1Y | -59.8% | -49.8% | -10.0% | -62.0% |
| 3Y | -17.9% | -95.8% | +77.9% | -43.3% |
| All | +3.8% | -97.2% | +101.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TSLQ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling