-48.1%
UPST vs TXG
+273.8%
-321.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | -12.1% | -8.1% | -4.0% | -9.9% |
| 30D | -13.4% | -17.5% | +4.0% | -8.7% |
| 3M | -31.2% | +6.1% | -37.3% | -34.9% |
| 6M | -28.3% | +202.7% | -231.0% | -54.8% |
| YTD | -53.0% | +280.4% | -333.4% | -72.5% |
| All | -48.1% | +273.8% | -321.9% | -69.5% |
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