+0.6%
TRI vs UPST
-92.2%
+92.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.2% | +0.8% |
| 7D | -7.5% | -13.5% | +6.0% | -6.8% |
| 30D | +3.9% | -19.6% | +23.5% | +5.0% |
| 3M | +7.2% | -34.2% | +41.4% | +9.4% |
| 6M | +27.0% | -31.2% | +58.2% | +29.0% |
| YTD | -14.0% | -56.2% | +42.2% | -11.0% |
| 1Y | -17.7% | -51.7% | +34.0% | -15.2% |
| 3Y | -10.7% | -8.2% | -2.4% | -13.9% |
| 5Y | +0.6% | -92.8% | +93.4% | +2.0% |
| All | +0.6% | -92.2% | +92.8% | +2.0% |
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