-19.1%
UPST vs TSLQ
-97.8%
+78.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +3.3% |
| 7D | -10.6% | -16.8% | +6.2% | -15.6% |
| 30D | -14.0% | -18.0% | +4.0% | -18.3% |
| 3M | -36.8% | -34.5% | -2.4% | -43.1% |
| 6M | -27.5% | -8.9% | -18.6% | -22.8% |
| YTD | -55.3% | -19.0% | -36.3% | -51.9% |
| 1Y | -47.5% | -38.2% | -9.3% | -47.7% |
| 3Y | -10.4% | -96.9% | +86.5% | -45.9% |
| All | -19.1% | -97.8% | +78.7% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling