+5.4%
TEM vs UPST
-49.8%
+55.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.8% | -6.9% |
| 7D | -5.9% | -10.6% | +4.8% | +0.4% |
| 30D | +4.8% | -14.0% | +18.8% | +13.4% |
| 3M | +31.9% | -36.8% | +68.7% | +71.7% |
| 6M | +56.0% | -27.5% | +83.5% | +91.3% |
| YTD | +21.3% | -55.3% | +76.5% | +73.6% |
| 1Y | +5.4% | -47.5% | +52.9% | +39.5% |
| All | +5.4% | -49.8% | +55.2% | +39.5% |
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 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