+195.2%
TECK vs UPST
-88.8%
+284.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.6% |
| 7D | -0.3% | -3.5% | +3.2% | 0.0% |
| 30D | +4.6% | -7.1% | +11.7% | +5.3% |
| 3M | +2.8% | -13.1% | +15.9% | +4.1% |
| 6M | +24.9% | -1.1% | +26.0% | +24.3% |
| YTD | +44.7% | -35.9% | +80.6% | +49.5% |
| 1Y | +112.0% | -57.4% | +169.4% | +126.4% |
| 3Y | +67.6% | -14.9% | +82.5% | +58.9% |
| All | +195.2% | -88.8% | +284.0% | +219.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling