+267.5%
TECK vs UPST
-21.5%
+289.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.3% | +5.5% | -2.1% |
| 7D | +1.7% | -4.5% | +6.2% | +2.1% |
| 30D | -7.6% | -15.3% | +7.7% | -6.4% |
| 3M | -5.9% | -32.4% | +26.6% | -2.9% |
| 6M | -2.8% | -29.5% | +26.7% | -0.3% |
| YTD | +31.8% | -53.3% | +85.2% | +38.9% |
| 1Y | +49.1% | -47.4% | +96.5% | +55.4% |
| 3Y | +83.0% | -2.2% | +85.2% | +76.2% |
| 5Y | +150.6% | -92.0% | +242.7% | +149.6% |
| All | +267.5% | -21.5% | +289.0% | +264.3% |
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