-49.4%
UPST vs TXG
+406.9%
-456.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.4% | +6.0% | +8.3% |
| 7D | -3.1% | -19.3% | +16.1% | +3.2% |
| 30D | -4.0% | -30.9% | +26.9% | +6.3% |
| 3M | -22.9% | +41.1% | -64.0% | -33.6% |
| 6M | -27.1% | +211.9% | -239.0% | -53.0% |
| YTD | -46.5% | +314.0% | -360.5% | -68.2% |
| 1Y | -49.4% | +405.4% | -454.8% | -71.1% |
| All | -49.4% | +406.9% | -456.3% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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