+409.5%
TRGP vs UPST
-93.6%
+503.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.5% | -2.6% |
| 7D | -16.0% | -4.9% | -11.1% | -15.7% |
| 30D | -6.4% | -8.9% | +2.4% | -6.0% |
| 3M | -1.0% | -26.3% | +25.4% | +0.7% |
| 6M | +7.0% | -23.7% | +30.7% | +8.0% |
| YTD | +46.1% | -49.9% | +96.1% | +51.1% |
| 1Y | +58.7% | -42.0% | +100.7% | +62.0% |
| 3Y | +221.9% | -25.3% | +247.2% | +208.6% |
| All | +409.5% | -93.6% | +503.1% | +439.5% |
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