-8.4%
UPST vs TXT
+66.2%
-74.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.5% |
| 7D | -1.5% | -0.2% | -1.3% | -1.3% |
| 30D | -13.2% | -11.1% | -2.2% | -1.6% |
| 3M | -13.0% | -13.0% | 0.0% | -0.3% |
| 6M | -2.9% | -16.2% | +13.3% | +13.9% |
| YTD | -38.3% | -8.7% | -29.6% | -35.9% |
| 1Y | -60.5% | -3.8% | -56.7% | -61.7% |
| 3Y | -11.7% | +5.5% | -17.3% | -24.2% |
| 5Y | -90.2% | +12.3% | -102.5% | -91.7% |
| All | -8.4% | +66.2% | -74.7% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling