-12.1%
UPST vs TXG
-55.6%
+43.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -5.6% |
| 7D | -8.1% | +9.1% | -17.2% | -13.3% |
| 30D | -14.3% | +14.9% | -29.2% | -22.0% |
| 3M | -16.6% | +120.0% | -136.6% | -51.8% |
| 6M | -7.3% | +221.8% | -229.1% | -59.7% |
| YTD | -40.8% | +312.6% | -353.4% | -78.6% |
| 1Y | -62.4% | +398.4% | -460.9% | -88.7% |
| 3Y | -15.3% | +42.1% | -57.4% | -45.1% |
| 5Y | -91.1% | -63.5% | -27.6% | -85.6% |
| All | -12.1% | -55.6% | +43.4% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling