-16.7%
TRMB vs UPST
-14.4%
-2.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.9% |
| 7D | -17.0% | +4.4% | -21.4% | -17.6% |
| 30D | -9.0% | -7.7% | -1.3% | -8.5% |
| 3M | -8.1% | -28.4% | +20.3% | -5.2% |
| 6M | -10.1% | -23.2% | +13.1% | -8.2% |
| YTD | -30.2% | -49.1% | +18.9% | -26.1% |
| 1Y | -30.7% | -42.4% | +11.7% | -27.7% |
| 3Y | +32.6% | +5.4% | +27.3% | +22.2% |
| 5Y | -38.1% | -92.9% | +54.8% | -40.0% |
| All | -16.7% | -14.4% | -2.2% | -23.6% |
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