-37.0%
TEAM vs UPST
-15.8%
-21.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.1% | -15.0% | -15.9% |
| 7D | -19.8% | -4.9% | -14.9% | -19.2% |
| 30D | -21.5% | -8.9% | -12.6% | -20.3% |
| 3M | +39.5% | -26.3% | +65.8% | +47.3% |
| 6M | +73.1% | -23.7% | +96.8% | +80.8% |
| YTD | -5.2% | -49.9% | +44.7% | +5.8% |
| 1Y | -1.6% | -42.0% | +40.4% | +6.8% |
| 3Y | -11.4% | -25.3% | +13.8% | -17.1% |
| 5Y | -65.1% | -93.4% | +28.3% | -66.5% |
| All | -37.0% | -15.8% | -21.2% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling