-62.4%
UPST vs TXG
+385.8%
-448.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -5.0% |
| 7D | -8.1% | +9.1% | -17.2% | -11.2% |
| 30D | -14.3% | +14.9% | -29.2% | -18.8% |
| 3M | -16.6% | +120.0% | -136.6% | -39.6% |
| 6M | -7.3% | +221.8% | -229.1% | -42.6% |
| YTD | -40.8% | +312.6% | -353.4% | -66.9% |
| 1Y | -62.4% | +398.4% | -460.9% | -81.5% |
| All | -62.4% | +385.8% | -448.3% | -81.5% |
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