-30.2%
UPST vs TXG
-59.0%
+28.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.5% |
| 7D | -12.1% | -8.1% | -4.0% | -8.2% |
| 30D | -13.4% | -17.5% | +4.0% | -5.2% |
| 3M | -31.2% | +6.1% | -37.3% | -38.2% |
| 6M | -28.3% | +202.7% | -231.0% | -68.8% |
| YTD | -53.0% | +280.4% | -333.4% | -83.2% |
| 1Y | -47.2% | +274.0% | -321.2% | -81.3% |
| 3Y | -1.5% | +74.9% | -76.4% | -50.0% |
| 5Y | -91.6% | -63.0% | -28.6% | -87.2% |
| All | -30.2% | -59.0% | +28.8% | +3.1% |
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 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