+155.6%
TE vs UPST
-59.7%
+215.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.8% | +13.8% | +12.2% |
| 7D | +18.2% | -1.5% | +19.7% | +18.9% |
| 30D | -13.5% | -13.2% | -0.3% | -6.5% |
| 3M | -44.6% | -13.0% | -31.6% | -40.0% |
| 6M | -24.7% | -2.9% | -21.8% | -24.2% |
| YTD | -24.3% | -38.3% | +14.1% | -6.0% |
| 1Y | +155.6% | -60.5% | +216.0% | +237.1% |
| All | +155.6% | -59.7% | +215.3% | +237.1% |
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 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