+139.8%
TRV vs UPST
-14.8%
+154.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.9% |
| 7D | +0.5% | -1.5% | +2.0% | +0.5% |
| 30D | -4.9% | -13.2% | +8.4% | -4.6% |
| 3M | +23.7% | -13.0% | +36.7% | +24.0% |
| 6M | +20.3% | -2.9% | +23.2% | +20.0% |
| YTD | +27.1% | -38.3% | +65.4% | +28.0% |
| 1Y | +35.3% | -60.5% | +95.8% | +37.7% |
| 3Y | +139.8% | -11.7% | +151.6% | +138.2% |
| All | +139.8% | -14.8% | +154.6% | +138.2% |
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