+77.9%
TEM vs UPST
-15.1%
+93.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.8% | -6.7% |
| 7D | -5.9% | -10.6% | +4.8% | -0.9% |
| 30D | +4.8% | -14.0% | +18.8% | +11.6% |
| 3M | +31.9% | -36.8% | +68.7% | +62.5% |
| 6M | +56.0% | -27.5% | +83.5% | +81.6% |
| YTD | +21.3% | -55.3% | +76.5% | +70.4% |
| 1Y | +5.4% | -47.5% | +52.9% | +37.4% |
| All | +77.9% | -15.1% | +93.0% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling