-22.3%
TEAM vs UPST
+7.9%
-30.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.3% |
| 7D | -0.4% | -3.5% | +3.1% | +0.2% |
| 30D | +67.3% | -7.1% | +74.4% | +69.7% |
| 3M | +86.8% | -13.1% | +99.9% | +91.0% |
| 6M | +146.8% | -1.1% | +147.9% | +146.2% |
| YTD | +16.9% | -35.9% | +52.8% | +25.0% |
| 1Y | +12.8% | -57.4% | +70.2% | +28.3% |
| 3Y | -7.3% | -14.9% | +7.6% | -15.6% |
| 5Y | -50.7% | -88.7% | +38.0% | -54.9% |
| All | -22.3% | +7.9% | -30.1% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling