-47.3%
TE vs UPST
-88.8%
+41.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.8% |
| 7D | -4.0% | -3.5% | -0.4% | -3.0% |
| 30D | -15.9% | -7.1% | -8.8% | -14.1% |
| 3M | -60.5% | -13.1% | -47.5% | -58.7% |
| 6M | -35.2% | -1.1% | -34.1% | -35.1% |
| YTD | -31.1% | -35.9% | +4.7% | -22.5% |
| 1Y | +148.6% | -57.4% | +206.1% | +208.1% |
| 3Y | -26.4% | -14.9% | -11.5% | -34.0% |
| All | -47.3% | -88.8% | +41.5% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling