-10.4%
TRMB vs UPST
+3.8%
-14.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | -0.7% |
| 7D | -0.3% | -1.5% | +1.2% | -0.1% |
| 30D | -1.2% | -13.2% | +12.0% | +0.2% |
| 3M | +9.6% | -13.0% | +22.6% | +11.0% |
| 6M | -16.1% | -2.9% | -13.2% | -16.4% |
| YTD | -25.0% | -38.3% | +13.3% | -21.9% |
| 1Y | -27.7% | -60.5% | +32.8% | -21.7% |
| 3Y | +15.3% | -11.7% | +27.0% | +7.5% |
| 5Y | -37.4% | -90.2% | +52.8% | -40.6% |
| All | -10.4% | +3.8% | -14.2% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling