+11.6%
UPST vs TSLQ
-97.3%
+108.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.0% | +4.2% | -6.4% |
| 7D | -1.5% | -8.6% | +7.1% | -4.0% |
| 30D | -13.2% | -24.9% | +11.7% | -19.7% |
| 3M | -13.0% | -1.5% | -11.4% | -8.0% |
| 6M | -2.9% | -18.1% | +15.2% | +0.6% |
| YTD | -38.3% | -0.1% | -38.2% | -30.4% |
| 1Y | -60.5% | -51.4% | -9.1% | -63.1% |
| 3Y | -11.7% | -95.9% | +84.2% | -39.6% |
| All | +11.6% | -97.3% | +108.8% | -17.3% |
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