-28.3%
UPST vs TSLQ
-18.7%
-9.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.8% | +6.5% | -0.4% |
| 7D | -12.1% | -7.3% | -4.7% | -12.6% |
| 30D | -13.4% | -13.2% | -0.2% | -15.0% |
| 3M | -31.2% | -37.6% | +6.4% | -36.8% |
| 6M | -28.3% | -9.3% | -19.0% | -24.2% |
| All | -28.3% | -18.7% | -9.6% | -24.2% |
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