-47.4%
UPST vs TW
+19.2%
-66.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.1% | -9.3% | -8.1% |
| 7D | -4.5% | +3.1% | -7.6% | -4.1% |
| 30D | -15.3% | +16.7% | -32.0% | -13.8% |
| 3M | -32.4% | +25.2% | -57.6% | -30.8% |
| 6M | -29.5% | +19.5% | -49.0% | -27.4% |
| YTD | -53.3% | +21.0% | -74.3% | -50.4% |
| 1Y | -47.4% | +19.0% | -66.3% | -42.3% |
| All | -47.4% | +19.2% | -66.6% | -42.3% |
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