+88.5%
TEM vs UPST
-16.9%
+105.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.9% | +2.4% | -1.2% |
| 7D | +7.8% | -13.5% | +21.3% | +15.2% |
| 30D | +11.2% | -19.6% | +30.9% | +22.3% |
| 3M | +39.0% | -34.2% | +73.2% | +67.9% |
| 6M | +61.6% | -31.2% | +92.9% | +92.8% |
| YTD | +28.5% | -56.2% | +84.7% | +82.5% |
| 1Y | +6.7% | -51.7% | +58.4% | +44.4% |
| All | +88.5% | -16.9% | +105.5% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling