-49.4%
UPST vs TW
+20.8%
-70.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +9.5% |
| 7D | -3.1% | +6.0% | -9.1% | -2.3% |
| 30D | -4.0% | +18.6% | -22.5% | -2.0% |
| 3M | -22.9% | +26.5% | -49.4% | -20.6% |
| 6M | -27.1% | +13.1% | -40.2% | -24.8% |
| YTD | -46.5% | +18.5% | -65.1% | -43.7% |
| 1Y | -49.4% | +21.7% | -71.2% | -47.3% |
| All | -49.4% | +20.8% | -70.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling