+176.1%
TRV vs UPST
-93.3%
+269.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.7% |
| 6M | +33.6% | -23.2% | +56.8% | +34.0% |
| YTD | +37.8% | -49.1% | +86.9% | +38.9% |
| 1Y | +43.4% | -42.4% | +85.8% | +44.2% |
| 3Y | +146.7% | +5.4% | +141.3% | +143.0% |
| 5Y | +176.1% | -92.9% | +269.0% | +175.2% |
| All | +176.1% | -93.3% | +269.4% | +175.2% |
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 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