+88.9%
TEM vs UPST
-5.0%
+94.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.1% | +9.1% | +8.5% |
| 7D | +5.3% | -4.9% | +10.2% | +6.9% |
| 30D | +8.1% | -8.9% | +17.0% | +12.1% |
| 3M | +64.9% | -26.3% | +91.2% | +89.1% |
| 6M | +42.1% | -23.7% | +65.9% | +61.5% |
| YTD | +28.8% | -49.9% | +78.7% | +71.9% |
| 1Y | +5.5% | -42.0% | +47.5% | +31.2% |
| All | +88.9% | -5.0% | +94.0% | +135.3% |
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