-37.1%
TRMB vs UPST
-88.8%
+51.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -2.5% | -3.5% | +1.0% | -2.1% |
| 30D | +1.5% | -7.1% | +8.6% | +2.5% |
| 3M | +6.8% | -13.1% | +19.8% | +8.4% |
| 6M | -14.9% | -1.1% | -13.9% | -15.5% |
| YTD | -24.1% | -35.9% | +11.8% | -20.6% |
| 1Y | -25.4% | -57.4% | +32.0% | -18.3% |
| 3Y | +8.0% | -14.9% | +22.9% | -1.9% |
| All | -37.1% | -88.8% | +51.7% | -38.0% |
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