-12.1%
UPST vs TW
+59.9%
-72.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | -8.1% | -0.5% | -7.6% | -7.8% |
| 30D | -14.3% | -0.6% | -13.7% | -14.2% |
| 3M | -16.6% | +3.4% | -20.1% | -19.8% |
| 6M | -7.3% | -18.4% | +11.2% | +2.0% |
| YTD | -40.8% | -3.9% | -36.9% | -42.2% |
| 1Y | -62.4% | -13.3% | -49.1% | -60.7% |
| 3Y | -15.3% | +20.8% | -36.1% | -33.6% |
| 5Y | -91.1% | +20.3% | -111.3% | -93.1% |
| All | -12.1% | +59.9% | -72.1% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling