-10.6%
TEL vs UPST
-51.0%
+40.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.1% | +0.3% |
| 7D | +5.6% | -13.5% | +19.1% | +7.9% |
| 30D | +0.9% | -19.6% | +20.5% | +4.1% |
| 3M | +2.1% | -34.2% | +36.3% | +8.3% |
| 6M | +2.7% | -31.2% | +33.9% | +7.9% |
| YTD | -3.2% | -56.2% | +53.0% | +6.3% |
| 1Y | -10.6% | -51.7% | +41.1% | -5.7% |
| All | -10.6% | -51.0% | +40.4% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling