+320.3%
TECK vs UPST
+3.8%
+316.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.0% | +4.5% |
| 7D | +7.8% | -1.5% | +9.3% | +7.9% |
| 30D | +8.3% | -13.2% | +21.5% | +9.5% |
| 3M | +16.1% | -13.0% | +29.0% | +17.2% |
| 6M | +42.9% | -2.9% | +45.7% | +42.5% |
| YTD | +50.8% | -38.3% | +89.1% | +55.3% |
| 1Y | +106.1% | -60.5% | +166.5% | +118.5% |
| 3Y | +84.0% | -11.7% | +95.8% | +76.7% |
| 5Y | +223.5% | -90.2% | +313.6% | +215.6% |
| All | +320.3% | +3.8% | +316.5% | +307.4% |
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