-4.8%
UPST vs TW
+65.0%
-69.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -2.1% |
| 7D | -3.5% | -2.3% | -1.2% | -2.4% |
| 30D | -7.1% | +3.9% | -11.0% | -9.3% |
| 3M | -13.1% | +5.7% | -18.8% | -17.6% |
| 6M | -1.1% | -14.5% | +13.4% | +5.8% |
| YTD | -35.9% | -0.9% | -35.0% | -38.4% |
| 1Y | -57.4% | -13.5% | -43.9% | -55.2% |
| 3Y | -14.9% | +25.0% | -39.9% | -34.6% |
| 5Y | -88.7% | +22.7% | -111.3% | -91.4% |
| All | -4.8% | +65.0% | -69.8% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling