-80.9%
TE vs UPST
-24.8%
-56.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.2% | -3.5% |
| 7D | -19.1% | -10.6% | -8.4% | -17.0% |
| 30D | -34.1% | -14.0% | -20.2% | -31.8% |
| 3M | -60.1% | -36.8% | -23.3% | -56.0% |
| 6M | -66.0% | -27.5% | -38.4% | -63.3% |
| YTD | -71.4% | -55.3% | -16.1% | -66.3% |
| 1Y | -45.3% | -47.5% | +2.3% | -37.4% |
| 3Y | +9.1% | -10.4% | +19.6% | +5.9% |
| 5Y | -82.6% | -92.6% | +10.0% | -82.3% |
| All | -80.9% | -24.8% | -56.1% | -81.4% |
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