-49.5%
TE vs UPST
+3.8%
-53.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.8% | +13.8% | +10.8% |
| 7D | +18.2% | -1.5% | +19.7% | +18.5% |
| 30D | -13.5% | -13.2% | -0.3% | -11.0% |
| 3M | -44.6% | -13.0% | -31.6% | -42.8% |
| 6M | -24.7% | -2.9% | -21.8% | -24.2% |
| YTD | -24.3% | -38.3% | +14.1% | -16.8% |
| 1Y | +155.6% | -60.5% | +216.0% | +202.8% |
| 3Y | -18.3% | -11.7% | -6.5% | -22.6% |
| 5Y | -41.3% | -90.2% | +48.9% | -44.4% |
| All | -49.5% | +3.8% | -53.2% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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