-25.3%
UPST vs TW
+39.9%
-65.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -4.9% | +4.2% | -9.1% | -5.8% |
| 30D | -8.9% | +18.9% | -27.8% | -12.5% |
| 3M | -26.3% | +23.8% | -50.1% | -30.0% |
| 6M | -23.7% | +17.0% | -40.8% | -26.7% |
| YTD | -49.9% | +19.2% | -69.2% | -52.7% |
| 1Y | -42.0% | +20.1% | -62.1% | -45.3% |
| 3Y | -25.3% | +40.5% | -65.8% | -14.8% |
| All | -25.3% | +39.9% | -65.2% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling