+9.1%
TE vs UPST
-4.9%
+14.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.2% | -3.8% |
| 7D | -19.1% | -10.6% | -8.4% | -15.7% |
| 30D | -34.1% | -14.0% | -20.2% | -30.2% |
| 3M | -60.1% | -36.8% | -23.3% | -53.2% |
| 6M | -66.0% | -27.5% | -38.4% | -61.6% |
| YTD | -71.4% | -55.3% | -16.1% | -63.0% |
| 1Y | -45.3% | -47.5% | +2.3% | -32.4% |
| 3Y | +9.1% | -10.4% | +19.6% | -0.2% |
| All | +9.1% | -4.9% | +14.1% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling