+104.3%
TEL vs UPST
-24.8%
+129.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | +4.5% | -10.6% | +15.2% | +5.4% |
| 30D | +2.9% | -14.0% | +16.9% | +4.0% |
| 3M | +1.1% | -36.8% | +38.0% | +4.6% |
| 6M | +5.0% | -27.5% | +32.5% | +7.2% |
| YTD | -3.9% | -55.3% | +51.4% | +1.1% |
| 1Y | -7.4% | -47.5% | +40.1% | -3.9% |
| 3Y | +81.0% | -10.4% | +91.4% | +72.6% |
| 5Y | +42.3% | -92.6% | +134.9% | +39.1% |
| All | +104.3% | -24.8% | +129.1% | +90.0% |
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