-91.8%
UPST vs TXT
+9.4%
-101.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.0% | -4.7% |
| 7D | -13.5% | -1.1% | -12.4% | -12.6% |
| 30D | -19.6% | +13.3% | -32.9% | -31.7% |
| 3M | -34.2% | -5.1% | -29.1% | -31.7% |
| 6M | -31.2% | -7.1% | -24.1% | -28.5% |
| YTD | -56.2% | -3.2% | -53.0% | -58.7% |
| 1Y | -51.7% | +2.3% | -54.0% | -57.7% |
| 3Y | -8.2% | +11.1% | -19.3% | -31.7% |
| All | -91.8% | +9.4% | -101.2% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling