-36.5%
TEAM vs UPST
-14.4%
-22.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.5% |
| 7D | -17.2% | +4.4% | -21.6% | -17.9% |
| 30D | -25.1% | -7.7% | -17.4% | -24.1% |
| 3M | +3.9% | -28.4% | +32.3% | +10.1% |
| 6M | +69.1% | -23.2% | +92.3% | +76.4% |
| YTD | -4.5% | -49.1% | +44.7% | +6.3% |
| 1Y | -1.9% | -42.4% | +40.5% | +6.5% |
| 3Y | -9.3% | +5.4% | -14.7% | -19.2% |
| 5Y | -65.2% | -92.9% | +27.8% | -66.7% |
| All | -36.5% | -14.4% | -22.1% | -41.7% |
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 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