+7.1%
UPST vs TSLQ
-97.3%
+104.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -8.1% | -8.0% | -0.1% | -10.2% |
| 30D | -14.3% | -23.8% | +9.5% | -20.3% |
| 3M | -16.6% | -7.0% | -9.6% | -13.6% |
| 6M | -7.3% | -17.1% | +9.8% | -3.6% |
| YTD | -40.8% | +0.1% | -40.9% | -33.1% |
| 1Y | -62.4% | -51.2% | -11.3% | -64.9% |
| 3Y | -15.3% | -95.9% | +80.6% | -42.0% |
| All | +7.1% | -97.3% | +104.3% | -20.6% |
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