-12.1%
UPST vs TENB
-17.0%
+4.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | -8.1% | -1.7% | -6.4% | -7.0% |
| 30D | -14.3% | -8.3% | -6.0% | -10.5% |
| 3M | -16.6% | +26.2% | -42.8% | -33.6% |
| 6M | -7.3% | +60.2% | -67.5% | -41.0% |
| YTD | -40.8% | +43.1% | -83.9% | -59.2% |
| 1Y | -62.4% | +9.4% | -71.8% | -67.8% |
| 3Y | -15.3% | -23.9% | +8.5% | -6.1% |
| 5Y | -91.1% | -28.2% | -62.8% | -89.5% |
| All | -12.1% | -17.0% | +4.8% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling