-26.3%
TEAM vs UPST
-1.6%
-24.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -5.2% | -8.8% | +3.6% | -3.6% |
| 30D | +15.8% | -12.1% | +27.8% | +18.4% |
| 3M | +101.5% | -19.5% | +121.0% | +109.1% |
| 6M | +138.2% | -6.8% | +145.0% | +140.3% |
| YTD | +10.8% | -41.5% | +52.3% | +20.4% |
| 1Y | +1.7% | -58.9% | +60.5% | +16.4% |
| 3Y | -16.0% | -15.2% | -0.9% | -23.4% |
| 5Y | -52.7% | -90.5% | +37.8% | -55.9% |
| All | -26.3% | -1.6% | -24.7% | -34.0% |
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