-20.8%
UPST vs TSLQ
-97.9%
+77.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.5% | -3.3% | -8.0% |
| 7D | -13.5% | -26.6% | +13.1% | -21.5% |
| 30D | -19.6% | -17.5% | -2.1% | -23.5% |
| 3M | -34.2% | -41.7% | +7.5% | -42.8% |
| 6M | -31.2% | -16.9% | -14.3% | -28.9% |
| YTD | -56.2% | -21.9% | -34.3% | -53.5% |
| 1Y | -51.7% | -32.5% | -19.2% | -50.1% |
| 3Y | -8.2% | -97.2% | +88.9% | -46.8% |
| All | -20.8% | -97.9% | +77.1% | -44.8% |
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