+500.5%
TRGP vs UPST
-92.5%
+593.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | +12.4% | -10.6% | +23.0% | +13.1% |
| 30D | +2.6% | -14.0% | +16.6% | +3.4% |
| 3M | +11.9% | -36.8% | +48.7% | +14.9% |
| 6M | +13.9% | -27.5% | +41.4% | +15.3% |
| YTD | +64.2% | -55.3% | +119.5% | +71.0% |
| 1Y | +78.5% | -47.5% | +126.0% | +83.3% |
| 3Y | +272.9% | -10.4% | +283.4% | +254.2% |
| All | +500.5% | -92.5% | +593.0% | +531.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling