-30.7%
UPST vs TENB
+3.5%
-34.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.9% | -4.4% | -5.7% |
| 7D | -4.5% | -10.8% | +6.3% | +3.1% |
| 30D | -15.3% | +0.9% | -16.2% | -16.6% |
| 3M | -32.4% | +14.3% | -46.8% | -41.5% |
| 6M | -29.5% | +92.2% | -121.7% | -60.9% |
| YTD | -53.3% | +78.3% | -131.7% | -73.3% |
| 1Y | -47.4% | +49.5% | -96.9% | -65.3% |
| 3Y | -2.2% | +12.2% | -14.4% | -18.7% |
| 5Y | -92.0% | -22.4% | -69.7% | -91.7% |
| All | -30.7% | +3.5% | -34.2% | -43.9% |
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