+93.3%
TECK vs UPST
+2.1%
+91.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.6% | +5.3% | +6.7% |
| 7D | +3.1% | +4.4% | -1.3% | +2.5% |
| 30D | -5.0% | -7.7% | +2.7% | -4.0% |
| 3M | -2.6% | -28.4% | +25.9% | +1.7% |
| 6M | 0.0% | -23.2% | +23.1% | +3.1% |
| YTD | +35.6% | -49.1% | +84.8% | +45.7% |
| 1Y | +58.1% | -42.4% | +100.5% | +66.7% |
| 3Y | +93.3% | +5.4% | +88.0% | +83.2% |
| All | +93.3% | +2.1% | +91.3% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling