-90.2%
UPST vs TW
+22.4%
-112.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -2.0% |
| 7D | -1.5% | -3.5% | +2.0% | +0.5% |
| 30D | -13.2% | +0.5% | -13.7% | -13.7% |
| 3M | -13.0% | +4.9% | -17.9% | -17.5% |
| 6M | -2.9% | -17.1% | +14.2% | +6.7% |
| YTD | -38.3% | -3.9% | -34.4% | -40.1% |
| 1Y | -60.5% | -13.3% | -47.2% | -58.5% |
| 3Y | -11.7% | +20.9% | -32.7% | -35.8% |
| 5Y | -90.2% | +20.5% | -110.7% | -91.5% |
| All | -90.2% | +22.4% | -112.6% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling