-36.3%
TRMB vs UPST
-92.5%
+56.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.6% |
| 7D | +2.8% | -10.6% | +13.5% | +4.3% |
| 30D | -5.9% | -14.0% | +8.1% | -4.4% |
| 3M | -3.3% | -36.8% | +33.5% | +2.2% |
| 6M | +1.3% | -27.5% | +28.9% | +4.7% |
| YTD | -29.0% | -55.3% | +26.3% | -22.4% |
| 1Y | -27.8% | -47.5% | +19.8% | -22.9% |
| 3Y | +36.3% | -10.4% | +46.7% | +23.2% |
| All | -36.3% | -92.5% | +56.2% | -30.3% |
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