-90.2%
UPST vs TXG
-65.4%
-24.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.7% | -8.5% | -6.7% |
| 7D | -1.5% | +9.4% | -10.9% | -7.0% |
| 30D | -13.2% | +26.1% | -39.3% | -26.2% |
| 3M | -13.0% | +124.8% | -137.8% | -50.4% |
| 6M | -2.9% | +215.2% | -218.1% | -57.2% |
| YTD | -38.3% | +302.2% | -340.5% | -77.3% |
| 1Y | -60.5% | +370.9% | -431.4% | -87.7% |
| 3Y | -11.7% | +38.5% | -50.3% | -40.5% |
| 5Y | -90.2% | -64.4% | -25.8% | -83.6% |
| All | -90.2% | -65.4% | -24.7% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling