-31.2%
UPST vs TSLQ
-14.0%
-17.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.5% | -3.3% | -7.6% |
| 7D | -13.5% | -26.6% | +13.1% | -18.6% |
| 30D | -19.6% | -17.5% | -2.1% | -22.0% |
| 3M | -34.2% | -41.7% | +7.5% | -40.4% |
| 6M | -31.2% | -16.9% | -14.3% | -28.9% |
| All | -31.2% | -14.0% | -17.2% | -28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling