+16.0%
UPST vs TSLQ
-97.0%
+113.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.0% | -13.6% | +2.3% |
| 7D | -3.5% | -5.8% | +2.2% | -4.8% |
| 30D | -7.1% | -22.1% | +15.0% | -12.9% |
| 3M | -13.1% | +10.1% | -23.1% | -3.9% |
| 6M | -1.1% | -6.8% | +5.7% | +7.0% |
| YTD | -35.9% | +8.5% | -44.4% | -25.6% |
| 1Y | -57.4% | -49.7% | -7.7% | -59.8% |
| 3Y | -14.9% | -95.6% | +80.8% | -40.7% |
| All | +16.0% | -97.0% | +113.0% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling