-15.0%
UPST vs TSLQ
-97.8%
+82.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.8% | +6.5% | -1.1% |
| 7D | -12.1% | -7.3% | -4.7% | -13.2% |
| 30D | -13.4% | -13.2% | -0.2% | -16.1% |
| 3M | -31.2% | -37.6% | +6.4% | -38.9% |
| 6M | -28.3% | -9.3% | -19.0% | -23.7% |
| YTD | -53.0% | -19.1% | -33.9% | -49.4% |
| 1Y | -47.2% | -27.2% | -20.0% | -44.1% |
| 3Y | -1.5% | -97.1% | +95.6% | -42.2% |
| All | -15.0% | -97.8% | +82.8% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling