-10.5%
UPST vs TSLQ
-95.6%
+85.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.0% | +4.2% | -6.0% |
| 7D | -1.5% | -8.6% | +7.1% | -3.6% |
| 30D | -13.2% | -24.9% | +11.7% | -18.7% |
| 3M | -13.0% | -1.5% | -11.4% | -8.6% |
| 6M | -2.9% | -18.1% | +15.2% | +0.3% |
| YTD | -38.3% | -0.1% | -38.2% | -31.6% |
| 1Y | -60.5% | -51.4% | -9.1% | -62.3% |
| All | -10.5% | -95.6% | +85.1% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling