-17.8%
TRI vs UPST
-14.8%
-3.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.8% | -2.7% | -6.3% |
| 7D | -7.1% | -1.5% | -5.6% | -7.0% |
| 30D | -2.3% | -13.2% | +10.9% | -1.6% |
| 3M | +19.6% | -13.0% | +32.5% | +20.3% |
| 6M | -8.7% | -2.9% | -5.8% | -9.0% |
| YTD | -22.3% | -38.3% | +16.0% | -20.9% |
| 1Y | -40.7% | -60.5% | +19.8% | -38.8% |
| 3Y | -17.8% | -11.7% | -6.0% | -19.9% |
| All | -17.8% | -14.8% | -3.0% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling