-49.4%
UPST vs TXT
+9.2%
-58.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.3% | +10.7% | +9.7% |
| 7D | -3.1% | +10.6% | -13.8% | -6.1% |
| 30D | -4.0% | +14.4% | -18.4% | -7.9% |
| 3M | -22.9% | -2.7% | -20.1% | -22.1% |
| 6M | -27.1% | -4.7% | -22.4% | -26.4% |
| YTD | -46.5% | -0.5% | -46.0% | -49.9% |
| 1Y | -49.4% | +8.7% | -58.2% | -60.0% |
| All | -49.4% | +9.2% | -58.6% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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