-79.7%
TE vs UPST
-93.6%
+13.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | -12.6% | -4.9% | -7.7% | -11.3% |
| 30D | -36.7% | -8.9% | -27.9% | -34.8% |
| 3M | -57.5% | -26.3% | -31.2% | -53.5% |
| 6M | -55.2% | -23.7% | -31.5% | -51.3% |
| YTD | -64.7% | -49.9% | -14.7% | -57.2% |
| 1Y | -35.9% | -42.0% | +6.1% | -25.3% |
| 3Y | -31.8% | -25.3% | -6.5% | -36.2% |
| All | -79.7% | -93.6% | +13.9% | -74.7% |
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