-16.6%
TRMB vs UPST
-21.5%
+4.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.4% | +1.0% |
| 7D | -16.6% | -4.5% | -12.1% | -16.4% |
| 30D | -8.9% | -15.3% | +6.4% | -7.6% |
| 3M | -6.3% | -32.4% | +26.1% | -2.8% |
| 6M | -10.0% | -29.5% | +19.6% | -7.3% |
| YTD | -30.1% | -53.3% | +23.2% | -25.4% |
| 1Y | -31.3% | -47.4% | +16.1% | -27.6% |
| 3Y | +30.8% | -2.2% | +33.0% | +21.5% |
| 5Y | -35.9% | -92.0% | +56.1% | -37.8% |
| All | -16.6% | -21.5% | +4.9% | -22.8% |
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