+146.7%
TRV vs UPST
+2.1%
+144.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -0.9% | +4.4% | -5.3% | -1.0% |
| 30D | +7.2% | -7.7% | +14.8% | +7.3% |
| 3M | +3.2% | -28.4% | +31.6% | +3.8% |
| 6M | +33.6% | -23.2% | +56.8% | +34.0% |
| YTD | +37.8% | -49.1% | +86.9% | +39.2% |
| 1Y | +43.4% | -42.4% | +85.8% | +44.3% |
| 3Y | +146.7% | +5.4% | +141.3% | +153.0% |
| All | +146.7% | +2.1% | +144.6% | +153.0% |
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 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