+97.1%
TEL vs UPST
+7.9%
+89.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.2% |
| 7D | +3.0% | -3.5% | +6.5% | +3.2% |
| 30D | -3.9% | -7.1% | +3.2% | -3.4% |
| 3M | -5.1% | -13.1% | +8.0% | -4.2% |
| 6M | +0.6% | -1.1% | +1.7% | +0.1% |
| YTD | -7.3% | -35.9% | +28.6% | -5.0% |
| 1Y | +1.1% | -57.4% | +58.6% | +6.4% |
| 3Y | +63.7% | -14.9% | +78.6% | +55.5% |
| 5Y | +50.7% | -88.7% | +139.3% | +43.2% |
| All | +97.1% | +7.9% | +89.2% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling