+59.7%
TEM vs UPST
+17.0%
+42.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +1.3% |
| 7D | +3.2% | -1.5% | +4.7% | +3.9% |
| 30D | +23.5% | -13.2% | +36.7% | +32.1% |
| 3M | +32.3% | -13.0% | +45.3% | +42.2% |
| 6M | +23.0% | -2.9% | +25.9% | +26.0% |
| YTD | +8.9% | -38.3% | +47.2% | +32.9% |
| 1Y | -19.9% | -60.5% | +40.6% | +16.2% |
| All | +59.7% | +17.0% | +42.7% | +81.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling