+625.6%
TRGP vs UPST
-88.8%
+714.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.1% |
| 7D | +0.8% | -3.5% | +4.3% | +1.0% |
| 30D | +11.5% | -7.1% | +18.6% | +11.9% |
| 3M | +9.0% | -13.1% | +22.1% | +9.6% |
| 6M | +20.5% | -1.1% | +21.6% | +19.4% |
| YTD | +59.5% | -35.9% | +95.4% | +62.7% |
| 1Y | +77.9% | -57.4% | +135.3% | +86.3% |
| 3Y | +253.6% | -14.9% | +268.4% | +235.4% |
| All | +625.6% | -88.8% | +714.4% | +659.1% |
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