-45.3%
TE vs UPST
-49.8%
+4.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.2% | -4.4% |
| 7D | -19.1% | -10.6% | -8.4% | -12.8% |
| 30D | -34.1% | -14.0% | -20.2% | -26.9% |
| 3M | -60.1% | -36.8% | -23.3% | -46.6% |
| 6M | -66.0% | -27.5% | -38.4% | -57.9% |
| YTD | -71.4% | -55.3% | -16.1% | -55.9% |
| 1Y | -45.3% | -47.5% | +2.3% | -15.6% |
| All | -45.3% | -49.8% | +4.6% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling