+228.0%
TRV vs UPST
-24.8%
+252.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +2.0% | -10.6% | +12.7% | +2.2% |
| 30D | +6.7% | -14.0% | +20.7% | +6.9% |
| 3M | +9.4% | -36.8% | +46.2% | +9.9% |
| 6M | +37.7% | -27.5% | +65.2% | +38.0% |
| YTD | +40.6% | -55.3% | +95.9% | +41.5% |
| 1Y | +42.4% | -47.5% | +90.0% | +43.1% |
| 3Y | +148.1% | -10.4% | +158.6% | +146.5% |
| 5Y | +181.7% | -92.6% | +274.3% | +178.2% |
| All | +228.0% | -24.8% | +252.8% | +228.7% |
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