+28.3%
TRMB vs UPST
-28.6%
+56.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | -0.5% |
| 7D | -17.9% | -10.9% | -7.0% | -16.9% |
| 30D | -12.0% | -7.2% | -4.8% | -11.5% |
| 3M | -8.4% | -26.7% | +18.3% | -5.1% |
| 6M | -21.5% | -29.0% | +7.4% | -18.7% |
| YTD | -31.5% | -49.4% | +17.8% | -26.7% |
| 1Y | -33.4% | -47.0% | +13.5% | -29.3% |
| All | +28.3% | -28.6% | +56.9% | +26.1% |
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