-24.5%
UPST vs TXT
+78.5%
-103.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | -0.7% |
| 7D | +4.4% | -3.5% | +7.9% | +8.3% |
| 30D | -7.7% | +15.2% | -22.8% | -21.9% |
| 3M | -28.4% | -4.5% | -24.0% | -26.4% |
| 6M | -23.2% | -6.1% | -17.1% | -21.0% |
| YTD | -49.1% | -2.0% | -47.2% | -52.0% |
| 1Y | -42.4% | +4.2% | -46.6% | -49.5% |
| 3Y | +5.4% | +14.4% | -9.0% | -19.4% |
| 5Y | -92.9% | +12.3% | -105.2% | -94.3% |
| All | -24.5% | +78.5% | -103.0% | -55.7% |
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