+191.2%
TER vs UPST
-4.9%
+196.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.8% |
| 7D | +14.4% | -10.6% | +25.0% | +16.8% |
| 30D | -30.6% | -14.0% | -16.6% | -28.7% |
| 3M | -39.2% | -36.8% | -2.3% | -34.0% |
| 6M | -31.3% | -27.5% | -3.7% | -27.4% |
| YTD | +29.1% | -55.3% | +84.3% | +46.7% |
| 1Y | +47.4% | -47.5% | +95.0% | +62.6% |
| 3Y | +191.2% | -10.4% | +201.7% | +184.9% |
| All | +191.2% | -4.9% | +196.1% | +184.9% |
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