+57.5%
TECK vs UPST
-48.7%
+106.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.4% | -5.1% | +2.5% |
| 7D | +2.3% | -3.1% | +5.4% | +2.7% |
| 30D | -5.0% | -4.0% | -1.0% | -4.5% |
| 3M | -0.3% | -22.9% | +22.6% | +4.0% |
| 6M | +13.9% | -27.1% | +41.0% | +19.7% |
| YTD | +35.2% | -46.5% | +81.7% | +44.7% |
| 1Y | +57.5% | -49.4% | +107.0% | +68.6% |
| All | +57.5% | -48.7% | +106.2% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling