-79.3%
TE vs UPST
-21.5%
-57.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.3% | -1.3% | -7.9% |
| 7D | -26.9% | -4.5% | -22.4% | -26.1% |
| 30D | -38.9% | -15.3% | -23.6% | -36.5% |
| 3M | -61.0% | -32.4% | -28.6% | -57.6% |
| 6M | -66.4% | -29.5% | -36.9% | -63.6% |
| YTD | -69.0% | -53.3% | -15.7% | -63.8% |
| 1Y | -54.0% | -47.4% | -6.6% | -47.5% |
| 3Y | +38.0% | -2.2% | +40.2% | +31.9% |
| 5Y | -81.0% | -92.0% | +11.1% | -80.9% |
| All | -79.3% | -21.5% | -57.8% | -80.1% |
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