-25.7%
UPST vs TXT
+74.6%
-100.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +1.0% |
| 7D | -4.9% | -2.5% | -2.4% | -2.8% |
| 30D | -8.9% | +14.4% | -23.3% | -22.4% |
| 3M | -26.3% | -4.9% | -21.4% | -23.9% |
| 6M | -23.7% | -10.2% | -13.5% | -17.7% |
| YTD | -49.9% | -4.1% | -45.8% | -51.7% |
| 1Y | -42.0% | +4.0% | -45.9% | -49.2% |
| 3Y | -25.3% | +8.0% | -33.2% | -38.4% |
| 5Y | -93.4% | +8.4% | -101.8% | -94.6% |
| All | -25.7% | +74.6% | -100.4% | -55.4% |
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