+989.1%
TRGP vs UPST
-14.4%
+1,003.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.3% |
| 7D | -7.2% | +4.4% | -11.6% | -7.4% |
| 30D | -4.2% | -7.7% | +3.5% | -3.9% |
| 3M | +7.0% | -28.4% | +35.4% | +8.6% |
| 6M | +11.2% | -23.2% | +34.4% | +12.1% |
| YTD | +51.1% | -49.1% | +100.2% | +55.0% |
| 1Y | +62.0% | -42.4% | +104.4% | +64.8% |
| 3Y | +248.2% | +5.4% | +242.8% | +234.1% |
| 5Y | +432.4% | -92.9% | +525.3% | +418.0% |
| All | +989.1% | -14.4% | +1,003.5% | +918.9% |
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