+1,083.4%
TRGP vs UPST
-24.8%
+1,108.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | +12.4% | -10.6% | +23.0% | +13.0% |
| 30D | +2.6% | -14.0% | +16.6% | +3.3% |
| 3M | +11.9% | -36.8% | +48.7% | +14.3% |
| 6M | +13.9% | -27.5% | +41.4% | +15.0% |
| YTD | +64.2% | -55.3% | +119.5% | +69.4% |
| 1Y | +78.5% | -47.5% | +126.0% | +82.3% |
| 3Y | +272.9% | -10.4% | +283.4% | +260.6% |
| 5Y | +510.7% | -92.6% | +603.3% | +496.4% |
| All | +1,083.4% | -24.8% | +1,108.2% | +1,013.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling