+93.3%
TEL vs UPST
-0.4%
+93.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | +0.2% |
| 7D | +1.2% | -8.1% | +9.3% | +1.9% |
| 30D | -4.1% | -14.3% | +10.2% | -3.0% |
| 3M | -2.6% | -16.6% | +14.1% | -1.3% |
| 6M | 0.0% | -7.3% | +7.3% | 0.0% |
| YTD | -9.1% | -40.8% | +31.7% | -6.2% |
| 1Y | -0.8% | -62.4% | +61.6% | +5.3% |
| 3Y | +67.4% | -15.3% | +82.7% | +59.2% |
| 5Y | +51.8% | -91.1% | +142.8% | +45.6% |
| All | +93.3% | -0.4% | +93.7% | +76.2% |
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 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