+1,079.3%
TRGP vs UPST
-26.3%
+1,105.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.9% | +8.4% | +1.9% |
| 7D | +9.0% | -13.5% | +22.5% | +9.8% |
| 30D | +1.5% | -19.6% | +21.2% | +2.5% |
| 3M | +10.7% | -34.2% | +44.9% | +12.8% |
| 6M | +17.1% | -31.2% | +48.3% | +18.6% |
| YTD | +63.6% | -56.2% | +119.8% | +69.0% |
| 1Y | +77.0% | -51.7% | +128.6% | +81.5% |
| 3Y | +273.2% | -8.2% | +281.4% | +260.5% |
| 5Y | +508.6% | -92.8% | +601.4% | +495.0% |
| All | +1,079.3% | -26.3% | +1,105.7% | +1,011.3% |
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 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